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stat.ME2026
Copula-Based Time Series for Non-Gaussian and Non-Markovian Stationary Processes
Sven Pappert, Harry Joe
In the copula-based approach to univariate time series modeling, the finite dimensional temporal dependence of a stationary time series is captured by a copula. Recent studies inve…
stat.ME2024
Moving Aggregate Modified Autoregressive Copula-Based Time Series Models (MAGMAR-Copulas)
Sven Pappert
Copula-based time series models can model univariate and stationary time series in a flexible way by decomposing the joint distribution of consecutive observations into a copula an…