Copula-based semiparametric models for multivariate time series

Bruno Rémillard, Nicolas Papageorgiou, Frédéric Soustra. Copula-based semiparametric models for multivariate time series. J. Multivariate Analysis, 110:30-42, 2012. [doi]

Authors

Bruno Rémillard

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Nicolas Papageorgiou

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Frédéric Soustra

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