The Dynamics of Economic Variables Abstract.
He reinterpreted, partitioned, and distorted the image of the painting in many new images. In this chapter, we introduce copula functions and their main properties. For a more detailed study, we refer the interested reader to Joe Multivariate models and dependence concepts, , Nelsen Introduction to copulas, , and Durante and Sempi Principles of copula theory, In this section, we briefly introduce a central result due to Darsow, Nguyen, and Olsen see Darsow et al.
SpringerBriefs in Statistics | Springer
There is a large literature investigating the nonlinear dynamics of the short-term rate. It mainly dates back to the last decade of the last century. Most of this literature was about persistence or mean reversion, linearity or nonlinearity, Gaussian or non-Gaussian innovations.
Moreover, it is all about extensions and distortions of the linear AR 1 model, that is the subject addressed in this book. It is then the appropriate application to show how our approach works in practice, and maybe to stimulate new research on the subject. Please review the types of cookies we use below.
Convolution Copula Econometrics
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