Bouchra R. Nasri, Bruno Rémillard. Copula-based dynamic models for multivariate time series. J. Multivariate Analysis, 172:107-121, 2019. [doi]
@article{NasriR19,
title = {Copula-based dynamic models for multivariate time series},
author = {Bouchra R. Nasri and Bruno Rémillard},
year = {2019},
doi = {10.1016/j.jmva.2019.03.002},
url = {https://doi.org/10.1016/j.jmva.2019.03.002},
researchr = {https://researchr.org/publication/NasriR19},
cites = {0},
citedby = {0},
journal = {J. Multivariate Analysis},
volume = {172},
pages = {107-121},
}