Vine Copula Specifications for Stationary Multivariate Markov Chains

By Brendan K. Beare, Juwon Seo. 2015

55 citations recorded by the source corpus.

Subfields: Artificial Intelligence, Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/1a9df9fdeb02ee9f854b1bde6ebd79f29b569425