Bruno Rémillard, Nicolas Papageorgiou, Frédéric Soustra. Copula-based semiparametric models for multivariate time series. J. Multivariate Analysis, 110:30-42, 2012. [doi]
@article{RemillardPS12,
title = {Copula-based semiparametric models for multivariate time series},
author = {Bruno Rémillard and Nicolas Papageorgiou and Frédéric Soustra},
year = {2012},
doi = {10.1016/j.jmva.2012.03.001},
url = {http://dx.doi.org/10.1016/j.jmva.2012.03.001},
researchr = {https://researchr.org/publication/RemillardPS12},
cites = {0},
citedby = {0},
journal = {J. Multivariate Analysis},
volume = {110},
pages = {30-42},
}