Convolution Copula Econometrics by Cherubini Umberto (17 results)
- Softcover
Seller: BMV Bloor, Toronto, ON, CanadaBMV Bloor
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- Softcover
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- Softcover
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- Softcover
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- Softcover
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- Softcover
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- Softcover
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book presents a novel approach to time series econometrics, which studies the behavior of nonlinear stochastic processes. This approach allows for an arbitrary dependence structure in the increments and provides a generalization with respect t…o the standard linear independent increments assumption of classical time series models. The book offers a solution to the problem of a general semiparametric approach, which is given by a concept called C-convolution (convolution of dependent variables), and the corresponding theory of convolution-based copulas. Intended for econometrics and statistics scholars with a special interest in time series analysis and copula functions (or other nonparametric approaches), the book is also useful for doctoral students with a basic knowledge of copula functions wanting to learn about the latest research developments in the field.
- Softcover
Seller: preigu, Osnabrück, Germanypreigu
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Taschenbuch. Condition: Neu. Convolution Copula Econometrics | Umberto Cherubini (u. a.) | Taschenbuch | x | Englisch | 2016 | Springer | EAN 9783319480145 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
- Softcover
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Condition: new. Questo è un articolo print on demand.
Language: English
Published by Berlin Springer International Publishing Springer Dez 2016, 2016
- Softcover
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book presents a novel approach to time series econometrics, which studies the behavior of nonlinear stochastic processes. This approach allows for an arbitrary dependence structure in the increments and provides a generalizatio…n with respect to the standard linear independent increments assumption of classical time series models. The book offers a solution to the problem of a general semiparametric approach, which is given by a concept called C-convolution (convolution of dependent variables), and the corresponding theory of convolution-based copulas. Intended for econometrics and statistics scholars with a special interest in time series analysis and copula functions (or other nonparametric approaches), the book is also useful for doctoral students with a basic knowledge of copula functions wanting to learn about the latest research developments in the field. 90 pp. Englisch.
- Softcover
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Seller: Majestic Books, Hounslow, United KingdomMajestic Books
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- Softcover
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Seller: Biblios, frankfurt am main, HESSE, GermanyBiblios
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- Softcover
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Seller: moluna, Greven, Germanymoluna
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Provides ideas for further research in the field of time series analysis and copula functionsPresents an authoritative contribution on long memory features of macroeconomic and financial time seriesExplores the use of… convolution-based econ.
