Semi-parametric copula-based models under non-stationarity

Bouchra R. Nasri, Bruno N. Rémillard, Taoufik Bouezmarni. Semi-parametric copula-based models under non-stationarity. J. Multivariate Analysis, 173:347-365, 2019. [doi]

Authors

Bouchra R. Nasri

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Bruno N. Rémillard

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Taoufik Bouezmarni

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