Isbn: 9783319480145 - convolution copula econometrics (springerbriefs in statistics) (4 Ergebnisse)

Zustand: New. In English.

Paperback. Zustand: Brand New. 100 pages. 9.00x6.00x0.25 inches. In Stock.

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 approach, which is given by a concept called C-convolution (convolution of dependent variables), and the corresponding theory of convolution-based copulas. Intended for econometrics and statistics scholars with a special interest in time series analysis and copula functions (or other nonparametric approaches), the book is also useful for doctoral students with a basic knowledge of copula functions wanting to learn about the latest research developments in the field.…

Taschenbuch. Zustand: Neu. Convolution Copula Econometrics | Umberto Cherubini (u. a.) | Taschenbuch | x | Englisch | 2016 | Springer | EAN 9783319480145 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.…