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Convolution Copula Econometrics
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…
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- ISBN/ISSN
- 9783319480152
- Collation
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- Series Title
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- Call Number
- 519
Marshall Olkin Distributions - Advances in Theory and Applications: Bologna, …
This book presents the latest advances in the theory and practice of Marshall-Olkin distributions. These distributions have been increasingly applied in statistical practice in recent years, as they make it possible to describe interesting features of stochastic models like non-exchangeability, tail dependencies and the presence of a singular component. The book presents cutting-edge contributi…
- Edition
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- ISBN/ISSN
- 978-3-319-19039-6
- Collation
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- Series Title
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- Call Number
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