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"Model assessment for time series dynamics using copula spectral densities: ..."

Stefan Birr, Tobias Kley, Stanislav Volgushev (2019)

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DOI: 10.1016/J.JMVA.2019.03.003

access: closed

type: Journal Article

metadata version: 2020-02-22

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  - https://dblp.org/rec/journals/ma/BirrKV19
Stefan Birr, Tobias Kley, Stanislav Volgushev:
Model assessment for time series dynamics using copula spectral densities: A graphical tool. J. Multivar. Anal. 172: 122-146 (2019)

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