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Found 1 from your keywords: author=Fabio Gobbi
cover
Convolution Copula Econometrics
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Umberto CherubiniSabrina MulinacciFabio Gobbi

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 semip…

Edition
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ISBN/ISSN
9783319480152
Collation
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Series Title
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Call Number
519