Copula-based semiparametric models for multivariate time series.

Bruno N. Rémillard Nicolas Papageorgiou Frédéric Soustra

Published in: J. Multivar. Anal. (2012)

Keyphrases

semi parametric
multivariate time series
probabilistic model
linear model
neural network
least squares
model selection
parametric models
density estimation
autoregressive
statistical inference
pattern recognition
data points
genetic programming
constrained optimization