Modeling dependence via copula of functionals of Fourier coefficients
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DOI: 10.1007/s11749-020-00703-5
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Cited by:
- Shyamal Ghosh & Prajamitra Bhuyan & Maxim Finkelstein, 2022. "On a bivariate copula for modeling negative dependence: application to New York air quality data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 31(5), pages 1329-1353, December.
- Farid El Ktaibi & Rachid Bentoumi & Mhamed Mesfioui, 2024. "On the Ratio-Type Family of Copulas," Mathematics, MDPI, vol. 12(11), pages 1-17, June.
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Keywords
Coherence; Dependence; Fourier transform; Parametric copulas; Ranks; Time series;All these keywords.
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