02012nam0 2200409 i 450 SUN011458820180208102008.1990.00N978-3-319-48015-220180207d2016 |0engc50 baengCH|||| |||||*Convolution copula econometricsUmberto Cherubini, Fabio Gobbi, Sabrina Mulinacci[Cham] : Springer, 2016X90 p.ill. ; 24 cmPubblicazione in formato elettronico001SUN01029162001 *SpringerBriefs in statistics210 BerlinSpringer2011-.62-XXStatistics [MSC 2020]MFSUNC02299862M05Markov processes: estimation; hidden Markov models [MSC 2020]MFSUNC02469862M10Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020]MFSUNC02507991-XXGame theory, economics, finance, and other social and behavioral sciences [MSC 2020]MFSUNC02560162P20Applications of statistics to economics [MSC 2020]MFSUNC02644462P05Applications of statistics to actuarial sciences and financial mathematics [MSC 2020]MFSUNC03068291B84Economic time series analysis [MSC 2020]MFSUNC03077362H20Measures of association (correlation, canonical correlation, etc.) [MSC 2020]MFSUNC031434CHChamSUNL001889Cherubini, UmbertoSUNV087699118857Mulinacci, SabrinaSUNV087701732874Gobbi, FabioSUNV088656755873SpringerSUNV000178650ITSOL20201026RICAhttp://dx.doi.org/10.1007/978-3-319-48015-2SUN0114588BIBLIOTECA CENTRO DI SERVIZIO SBA15CONS SBA EBOOK 2187 15EB 2187 20180207 Convolution copula econometrics1523248UNICAMPANIA