A copula approach for dependence modeling in multivariate nonparametric time series.

Natalie Neumeyer Marek Omelka Sárka Hudecová

Published in: J. Multivar. Anal. (2019)

Keyphrases

dependence structure
change point detection
data driven
multivariate time series
non stationary
data sets
multivariate data
database
real time
data mining
genetic algorithm
statistical inference