Open AccessCopulas and long memory
Author(s) -
Rustam Ibragimov,
George Lentzas
Publication year - 2017
Publication title -
probability surveys
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.49
H-Index - 43
ISSN - 1549-5787
DOI - 10.1214/14-ps233
Subject(s) - copula (linguistics) , inference , spurious relationship , econometrics , markov chain , autoregressive conditional heteroskedasticity , computer science , mathematics , volatility (finance) , artificial intelligence , machine learning
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