Title: Dependence structure for the product of bi-dimensional finite-variance VAR(1) model components. An application to the cost of electricity load prediction errors
Authors: J. Janczura, A. Puć, Ł. Bielak, A. Wyłomańska
Journal: Statistics & Risk Modeling, Wydawca:De Gruyter
Publication type: article
DOI: 10.1515/strm-2022-0012