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Frédéric Soustra
Publication Activity (10 Years)
Years Active: 2012-2012
Publications (10 Years): 0
Top Topics
Multivariate Time Series
Autoregressive
Parametric Models
Least Squares
Top Venues
J. Multivar. Anal.
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Publications
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Bruno N. Rémillard
,
Nicolas Papageorgiou
,
Frédéric Soustra
Copula-based semiparametric models for multivariate time series.
J. Multivar. Anal.
110 (2012)