LEADER 03495nam 22006975 450 001 9910155297503321 005 20250402104959.0 024 7 $a10.1007/978-3-319-48015-2 035 $a(CKB)3710000000966176 035 $a(DE-He213)978-3-319-48015-2 035 $a(MiAaPQ)EBC4755399 035 $a(PPN)197453015 035 $a(EXLCZ)993710000000966176 100 $a20161201d2016 u| 0 101 0 $aeng 135 $aurnn#008mamaa 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aConvolution Copula Econometrics /$fby Umberto Cherubini, Fabio Gobbi, Sabrina Mulinacci 205 $a1st ed. 2016. 210 1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2016. 215 $a1 online resource (X, 90 p. 31 illus., 30 illus. in color.) 225 1 $aSpringerBriefs in Statistics,$x2191-5458 311 08$a3-319-48014-6 311 08$a3-319-48015-4 320 $aIncludes bibliographical references at the end of each chapters. 327 $aPreface -- The Dynamics of Economic Variables -- Estimation of Copula Models -- Copulas and Estimation of Markov Processes -- Copula-based Markov Processes: Estimation, Mixing Properties and Long-term Behavior -- Convolution-based Processes -- Application to Interest Rates. . 330 $aThis book presents a novel approach to time series econometrics, which studies the behavior of nonlinear stochastic processes. This approach allows for an arbitrary dependence structure in the increments and provides a generalization with respect to the standard linear independent increments assumption of classical time series models. The book offers a solution to the problem of a general semiparametric approach, which is given by a concept called C-convolution (convolution of dependent variables), and the corresponding theory of convolution-based copulas. Intended for econometrics and statistics scholars with a special interest in time series analysis and copula functions (or other nonparametric approaches), the book is also useful for doctoral students with a basic knowledge of copula functions wanting to learn about the latest research developments in the field. 410 0$aSpringerBriefs in Statistics,$x2191-5458 606 $aStatistics 606 $aProbabilities 606 $aEconometrics 606 $aStatistics 606 $aMathematics 606 $aStatistics in Business, Management, Economics, Finance, Insurance 606 $aProbability Theory 606 $aEconometrics 606 $aStatistical Theory and Methods 606 $aApplications of Mathematics 615 0$aStatistics. 615 0$aProbabilities. 615 0$aEconometrics. 615 0$aStatistics. 615 0$aMathematics. 615 14$aStatistics in Business, Management, Economics, Finance, Insurance. 615 24$aProbability Theory. 615 24$aEconometrics. 615 24$aStatistical Theory and Methods. 615 24$aApplications of Mathematics. 676 $a332.015195 700 $aCherubini$b Umberto$4aut$4http://id.loc.gov/vocabulary/relators/aut$0118857 702 $aGobbi$b Fabio$4aut$4http://id.loc.gov/vocabulary/relators/aut 702 $aMulinacci$b Sabrina$4aut$4http://id.loc.gov/vocabulary/relators/aut 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910155297503321 996 $aConvolution Copula Econometrics$92012836 997 $aUNINA