| #8673394 in Books | 2016-12-16 | 2016-12-16 | Original language:English | PDF # 1 | 9.25 x.24 x6.10l, | File type: PDF | 90 pages|||“The goal of the book is to gather the main concepts of copula function theory that can be applied to the analysis of time series (so-called convolution-based copulas), and some new ideas, linked to copulas, such as estimation of copula-based Markov proc
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 assumption of classical time series models. The book offers a solution to the problem of a general semiparametric approach, which is given by a concept called C-convolution (convolut...
You can specify the type of files you want, for your device.Convolution Copula Econometrics (SpringerBriefs in Statistics) | Umberto Cherubini, Fabio Gobbi, Sabrina Mulinacci. Which are the reasons I like to read books. Great story by a great author.
