{"product_id":"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. ","brand":"Umberto Cherubini","offers":[{"title":"Default Title","offer_id":47595904074046,"sku":"9783319480145","price":2198.0,"currency_code":"ZAR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4357\/7662\/products\/9783319480145.jpg?v=1707707857","url":"https:\/\/exclusivebooks.co.za\/products\/9783319480145","provider":"Exclusive Books Online","version":"1.0","type":"link"}