But not all copulas are created equal. Normal mean-variance mixture copulas can capture heavy tails and asymmetries in the ...

This article considers a combination of the linear Gaussian state space model and the stochastic volatility model. The focus is on the simultaneous estimation of parameters related to the stochastic ...

Forecasting for any small business involves guesswork. You know your business and its past performance, but you may not be comfortable predicting the future. Using Excel is a great way to perform what ...

An important part of the identification and diagnostic checking of space-time ARMA models is the evaluation of the significance of the autocorrelations of the observations and residuals, respectively.