Copulas are functions that enable the construction of multivariate probability distributions by binding together univariate marginal distributions. Central to probability theory, they allow ...
This is a preview. Log in through your library . Abstract We derive conditions under which a set of conditional and marginal probability distributions will uniquely specify an all-positive joint ...
Flexible stationary diffusion-type models are developed that can fit both the marginal distribution and the correlation structure found in many time series from, for example, finance and turbulence.
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