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首页> 外文期刊>International journal of intelligent systems in accounting, finance & management >Evolution of multivariate copulas in continuous and discrete processes
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Evolution of multivariate copulas in continuous and discrete processes

机译：连续和离散过程中多元copula的演变

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There has been much interest in copulas, which are known to provide a flexible tool for analyzing the dependence structure among random variables. Dependence relations must be dynamic rather than static in nature. However, copulas are useful mainly for static matters. Thus we introduce evolving multivariate copulas, which transform through time autonomously governed by the multivariate heat equation. Our aims are to prove their existences and solutions to analyze their transitions. Moreover, we construct discrete type to apply empirical data analysis and investigate their properties, and prove that they converge to their original continuous type.
机译：copulas引起了人们的极大兴趣，众所周知，copulas提供了一种灵活的工具来分析随机变量之间的依存结构。依赖关系本质上必须是动态的，而不是静态的。然而，copulas主要用于静电物质。因此，我们介绍了演化的多元copula，它们通过由多元热方程自主控制的时间进行变换。我们的目标是证明它们的存在和解决方案，以分析其过渡。此外，我们构造离散类型以应用经验数据分析并研究它们的性质，并证明它们收敛到其原始连续类型。

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