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Dynamic copula-based Markov time seriesF Abegaz, UV Naik-Nimbalkar - Communications in Statistics— …, 2008 - Taylor & Francis
This article examines a test procedure for checking the constancy of serial dependence via
copulas for
Markov time series data. It also provides a
copula-based modeling approach for
the dynamic serial dependence. Various parametric families of copulas offering different
...
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