Modeling non-linear spectral domain dependence using copulas with applications to rat local field potentials

Author:

Fontaine Charles,Frostig Ron D.,Ombao Hernando

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference46 articles.

1. Pair-copula constructions of multiple dependence;Aas;Insur.: Math. Econ.,2009

2. Time-dependent spectral analysis of nonstationary time series;Adak;J. Am. Stat.Assoc.,1998

3. Information theory and an extension of the maximum likelihood principle;Akaike,1998

4. Vines: a new graphical model for dependent random variables;Bedford;Ann. Stat.,2002

5. Teoria statistica delle classi e calcolo delle probabilita;Bonferroni;Pubbl. R Istit. Super. Sci. Econ. Commer. Firenze,1936

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