Nonparametric estimation of copulas for time series
نویسندگان
چکیده
منابع مشابه
Wavelet Estimation of Copulas for Time Series
In this paper, we consider estimating copulas for time series, under mixing conditions, using wavelet expansions. The proposed estimators are based on estimators of densities and distribution functions. Some statistical properties of the estimators are derived and their performance assessed via simulations. Empirical applications to real data are also given. We are grateful to the Editor and tw...
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با توجه به تجزیه و تحلیل داده ها ما دریافتیم که سطح درامد و تعداد نمایندگیها باتقاضای بیمه عمر رابطه مستقیم دارند و نرخ بهره و بار تکفل با تقاضای بیمه عمر رابطه عکس دارند
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ژورنال
عنوان ژورنال: The Journal of Risk
سال: 2003
ISSN: 1465-1211
DOI: 10.21314/jor.2003.082