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Keyword Search Criteria: Parametric copulas returned 2 record(s)
Monday, 07/30/2018
Dependence Among Spectral-Based Measures Through Copulas: Theoretical Framework and Research on Change-Points
Charles Fontaine, King Abdullah University of Science and Technology; Hernando Ombao, King Abdullah University of Science and Technology; Yongxin Zhu, King Abdullah University of Science and Technology
10:50 AM

Tuesday, 07/31/2018
Analysis of Non-Stationary Time Series Using Copula-Based Dependence Measures
Yongxin Zhu, King Abdullah University of Science and Technology; Charles Fontaine, King Abdullah University of Science and Technology; Hernando Ombao, King Abdullah University of Science and Technology