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
Published in: Statistics & Risk Modeling, Wydawca:De Gruyter
Publication type: article
Subject areas: Decision Sciences; Mathematics
SJR best quartile: Q3