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Více informací o knize Convolution Copula Econometrics

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Anotace knihy

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.

Parametry knihy

Zařazení knihy Knihy v angličtině Economics, finance, business & management Economics Econometrics

• Plný název: Convolution Copula Econometrics
• Autor: Umberto Cherubini, Fabio Gobbi, Sabrina Mulinacci
• Jazyk: Angličtina
• Vazba: Brožovaná
• Počet stran: 90
• EAN: 9783319480145
• ISBN: 3319480146
• ID: 14277778
• Nakladatelství: Springer International Publishing AG
• Hmotnost: 226 g
• Rozměry: 235 × 155 × 8 mm
• Datum vydání: 16. December 2016

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