Copula approach to residuals of regime-switching models

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Bibliographic Details
Main Author:	Petričková, Anna (Author)
Other Authors:	Komorníková, Magda, 1949- (Author)
Format:	Article
Source document:	Kybernetika , Vol. 48, no. 3 (2012), s. 550-566
Language:	English
Genre/form:	články
ISSN:	0023-5954
Subjects:	teorie systémů stochastické systémy identifikace systému matematická statistika analýza časové řady
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Status	Sublibrary	Description	Location	LCC Call number	Old Call number
Regular loan	NTK collection	Vol. 48 (2012) no. 3	Closed Stack	Q300 .K932 v.48 no.3	P 10711/65