Dynamic high-frequency dependence structure of Chinese agricultural commodity futures based on the semi-parametric copula.
Renhong XiaoPublished in: Frontiers Appl. Math. Stat. (2023)
Keyphrases
- high frequency
- dependence structure
- semi parametric
- low frequency
- marginal distributions
- wavelet coefficients
- subband
- density estimation
- wavelet transform
- high resolution
- regression model
- markov networks
- least squares
- higher order statistics
- linear model
- statistical inference
- multiscale
- prior knowledge
- image processing
- image segmentation
- parametric models
- computer vision
- semi supervised