{"product_id":"convolution-copula-econometrics-umberto-cherubini-9783319480145","title":"Convolution Copula Econometrics","description":"This book presents a novel approach to time series econometrics, which studies the behavior of nonlinear stochastic processes. This approach allows for an arbitrary dependence structure in the increments and provides a generalization with respect to the standard linear independent increments assumption of classical time series models. The book offers a solution to the problem of a general semiparametric approach, which is given by a concept called C-convolution (convolution of dependent variables), and the corresponding theory of convolution-based copulas. Intended for econometrics and statistics scholars with a special interest in time series analysis and copula functions (or other nonparametric approaches), the book is also useful for doctoral students with a basic knowledge of copula functions wanting to learn about the latest research developments in the field.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Umberto Cherubini,Fabio Gobbi,Sabrina Mulinacci\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 3319480146\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9783319480145\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Springer\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 12\/16\/2016\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 90\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Paperback\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 0.34lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.21h x 6.14w x 0.21d","brand":"Umberto Cherubini","offers":[{"title":"Paperback","offer_id":47424547225855,"sku":"9783319480145","price":59.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_882a2821-98af-43b3-876b-e63bbaf81a9b.jpg?v=1761530954","url":"https:\/\/www.whiterainbookhouse.com\/products\/convolution-copula-econometrics-umberto-cherubini-9783319480145","provider":"WR Book House","version":"1.0","type":"link"}