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edit approved Dec 7, 2012 at 23:00
jonsca
edit approved Dec 7, 2012 at 23:00
jonsca
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How todo I prepare data which has a trend tofor use in a Copula model?

I want to use a set of daily water quality data including 3 parameters in a Copula model. But somebody Somebody told me thisthese data doesdo not have a condition of a random variable to use in copula, and I should do some work on it (my guess is that it involves detrending of the data). 

Can anybody help me in finding methods to prepare the data to use in a copula method.? I would appreciate if you can refer me to good journal papers or books.

Thank you

How to prepare data which has trend to use in Copula?

I want to use a set of daily water quality data including 3 parameters in a Copula model. But somebody told me this data does not have a condition of a random variable to use in copula, and I should do some work on it (my guess is that it involves detrending of the data). Can anybody help me in finding methods to prepare the data to use in a copula method. I would appreciate if you can refer me to good journal papers or books.

Thank you

How do I prepare data which has a trend for use in a Copula model?

I want to use a set of daily water quality data including 3 parameters in a Copula model. Somebody told me these data do not have a condition of a random variable to use in copula, and I should do some work on it (my guess is that it involves detrending the data). 

Can anybody help me in finding methods to prepare the data to use in a copula method? I would appreciate if you can refer me to good journal papers or books.

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Fred
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Fred
Fred
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  • 34

How to prepare data which has trend to use in Copula?

I want to use a set of daily water quality data including 3 parameters in a Copula model. But somebody told me this data does not have a condition of a random variable to use in copula, and I should do some work on it (my guess is that it involves detrending of the data). Can anybody help me in finding methods to prepare the data to use in a copula method. I would appreciate if you can refer me to good journal papers or books.

Thank you