Dependence structure analysis with copula GARCH method and for data set suitable copula selection
نویسندگان
چکیده
منابع مشابه
Dependence Structure Estimation via Copula
We propose a new framework for dependence structure learning via copula. Copula is a statistical theory on dependence and measurement of association. Graphical models are considered as a type of special case of copula families, named product copula. In this paper, a nonparametric algorithm for copula estimation is presented. Then a Chow-Liu like method based on dependence measure via copula is ...
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ژورنال
عنوان ژورنال: Natural Science and Discovery
سال: 2017
ISSN: 2149-6307
DOI: 10.20863/nsd.302773