Copula directional dependence of discrete time series marginals.
Mohammed AlqawbaNorou DiawaraJong-Min KimPublished in: Commun. Stat. Simul. Comput. (2021)
Keyphrases
- dependence structure
- joint distribution
- marginal distributions
- real valued time series
- graphical models
- non stationary
- belief propagation
- dynamic time warping
- discrete version
- message passing
- stock market
- maximum entropy
- multivariate time series
- discrete valued
- probability distribution
- lower level
- continuous variables
- translation invariant
- monte carlo simulation
- symbolic representation
- autoregressive
- finite number
- data mining
- conditional probabilities
- upper bound
- bayesian networks
- high level