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1دورية أكاديمية
المؤلفون: Tanoue, Yuta1 (AUTHOR) tanoue.yuta@aoni.waseda.jp
المصدر: Communications in Statistics: Theory & Methods. 2024, Vol. 53 Issue 9, p3123-3142. 20p.
مصطلحات موضوعية: *RANDOM variables, *TIME series analysis, *VALUE at risk, *PORTFOLIO management (Investments), DEPENDENCE (Statistics), SIGNAL processing
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2دورية أكاديمية
المؤلفون: Tanoue, Yuta
المصدر: Probability, Uncertainty & Quantitative Risk; Mar2021, Vol. 6 Issue 1, p53-60, 8p
مصطلحات موضوعية: COPULA functions, MATHEMATICAL statistics, DEPENDENCE (Statistics), RANDOM variables, RANDOM measures, LIMIT theorems