Cyclocopula Technique to Study the Relationship Between Two Cyclostationary Time Series with Fractional Brownian Motion Errors
含分数布朗运动误差的循环平稳时间序列关系:循环 Copula 方法
Detection of the relationship between two time series is so important in environmental and hydrological studies. Several parametric and non-parametric approaches can be applied to detect relationships. These techniques are usually sensitive to stationarity assumptions. In this research, a new copula-based method is introduced to detect the relationship between two cylostationary time series with fractional Brownian motion (fBm) errors. The numerical studies verify the…