Reflection coefficients vs partial autocorrelations.
Page 1
Castro, Glaysar (2007)
Divulgaciones Matemáticas
Fabrizio Durante, Erich Peter Klement, José Quesada-Molina, Peter Sarkoci (2007)
Kybernetika
We investigate two constructions that, starting with two bivariate copulas, give rise to a new bivariate and trivariate copula, respectively. In particular, these constructions are generalizations of the -product and the -product for copulas introduced by Darsow, Nguyen and Olsen in 1992. Some properties of these constructions are studied, especially their relationships with ordinal sums and shuffles of Min.
Peter Hall, Byeong U. Park, Berwin A. Turlach (2002)
Annales de l'I.H.P. Probabilités et statistiques
Page 1