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

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

Charles Fontaine, Ron D. Frostig and Hernando Ombao
Econometrics and statistics, Vol.15, pp.85-103
07/2020

Abstract

Changepoints Dependence Fourier transform Parametric copulas Spectral domain Vine copulas

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