A dynamic copula model for probabilistic forecasting of non-Gaussian multivariate time series

Fuente: arXiv

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Bibliographic Details
Main Authors:	Zito, John, Kowal, Daniel R.
Format:	Preprint
Published:	2025
Subjects:	Methodology
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2502.16874