Caraka, Rezzy Eko and Yasin, Hasbi and Toharudin, Toni (2018) The Step Construction of Copula Gaussian Multivariate and AR(1)-N.GARCH(1,1) Models. In: Joint Workshop KO2PI and The 1st International Conference on Advance & Scientific Innovation.
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Abstract
Copulas are a powerful tool in multivariate statistics. If copula functions used for modeling dependence between random variables, there is an immediate and obvious need to test whether the model can describe the data at hand accurately enough or not. Copulas involve several underlying functions: th
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 11:23 |
| Last Modified: | 17 Apr 2026 15:52 |
| URI: | http://eprints.eai.eu/id/eprint/18564 |
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