armacopula

Constructor function for ARMA copula process

Functions for the analysis of time series using copula models.
The package is based on methodology described in the following references.
McNeil, A.J. (2021) <doi:10.3390/risks9010014>,
Bladt, M., & McNeil, A.J. (2021) <doi:10.1016/j.ecosta.2021.07.004>,
Bladt, M., & McNeil, A.J. (2022) <doi:10.1515/demo-2022-0105>.

Alexander McNeil

tscopula

Time Series Copula Models

Martin Bladt

armacopula function

<dl><dt>pars</dt>
<dd>list consisting of vector of AR parameters named `ar`
and vector of MA parameters named `ma`.</dd></dl>

Arguments

Constructor function for ARMA copula process — armacopula

<dl>

<dt>pars</dt>
<dd>list consisting of vector of AR parameters named `ar`
and vector of MA parameters named `ma`.</dd>

</dl>

armacopula: Constructor function for ARMA copula process

Description

Usage

Value

Arguments

Examples