activity
20192024
most citedIdentifiability and inference for copula-based semiparametric models for random vectors with arbitrary marginal distributions

1 citations · 1 across the 5 of their papers we have counts for

collaborators
Showing 2024Show all

1 paper · 1 filter

stat.ME2024

On testing for independence between generalized error models of several time series

Kilani Ghoudi, Bouchra R. Nasri, Bruno N. Remillard

We define generalized innovations associated with generalized error models having arbitrary distributions, that is, distributions that can be mixtures of continuous and discrete di…