02559nam0 2200529 i 450 VAN0011458820240806100752.154N978-3-319-48015-220180207d2016 |0itac50 baengCH|||| |||||Convolution copula econometricsUmberto Cherubini, Fabio Gobbi, Sabrina Mulinacci[Cham]Springer2016X, 90 p.ill.24 cm001VAN001029162001 SpringerBriefs in statistics210 Berlin [etc.]Springer2011-VAN00242067Convolution copula econometrics152324862-XXStatistics [MSC 2020]VANC022998MF62H20Measures of association (correlation, canonical correlation, etc.) [MSC 2020]VANC031434MF62M05Markov processes: estimation; hidden Markov models [MSC 2020]VANC024698MF62M10Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020]VANC025079MF62P05Applications of statistics to actuarial sciences and financial mathematics [MSC 2020]VANC030682MF62P20Applications of statistics to economics [MSC 2020]VANC026444MF91-XXGame theory, economics, finance, and other social and behavioral sciences [MSC 2020]VANC025601MF91B84Economic time series analysis [MSC 2020]VANC030773MFAutoregressive processKW:KConvolution-based processKW:KCopula functionsKW:KEconometricsKW:KInterest RatesKW:KLong memory time seriesKW:KMarkov processKW:KStochastic processesKW:KTime Series AnalysisKW:KCHChamVANL001889CherubiniUmbertoVANV087699118857GobbiFabioVANV088656755873MulinacciSabrinaVANV087701732874Springer <editore>VANV108073650ITSOL20240906RICAhttp://dx.doi.org/10.1007/978-3-319-48015-2E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA CENTRO DI SERVIZIO SBAVAN15NVAN00114588BIBLIOTECA CENTRO DI SERVIZIO SBA15CONS SBA EBOOK 2187 15EB 2187 20180207 Convolution copula econometrics1523248UNICAMPANIA