Ergebnisse für: convolution-based process

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Buch Cover Convolution Copula Econometrics

Umberto Cherubini, Fabio Gobbi, Sabrina Mulinacci
Springer International Publishing
58.84 € · eBook

62M05, 60G99 copula functions convolution-based process time series analysis stochastic processes long memory time series econometrics interest rates autoregressive process Markov process

This book presents a novel approach to time series econometrics, which studies the behavior of nonlinear stochastic processes. This approach allows for an arbitrary dependence structure in the increments and provides a generalization with respect to the standard linear independent increments assumpt...

Convolution Copula Econometrics

Umberto Cherubini, Fabio Gobbi, Sabrina Mulinacci
Springer International Publishing
58.84 € · Paperback

62M05, 60G99 copula functions convolution-based process time series analysis stochastic processes long memory time series econometrics interest rates autoregressive process Markov process

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