Convolution Copula Econometrics - Umberto Cherubini,Fabio Gobbi,Sabrina Mulinacci
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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 app ... Pilns apraksts
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Aprašymas
Vairāk informācijas
| Autors | Umberto Cherubini, Fabio Gobbi, Sabrina Mulinacci |
|---|---|
| Izdevējs | Springer International Publishing |
| Izlaides gads | 2016 |
| Vāka tips | Mīkstais vāks |
| EAN | 9783319480145 |