摘要
主要介绍对称Bernstein Copula的一些性质及其应用.它除了具有Copula函数的基本性质外,还有其特殊性质,以定理的形式给出并加以证明.对称Bernstein Copula属于多参数Copula族,可以应用到很多领域,比如股票、汇率、证券等等.
This paper mainly talks about the Symmetrical Bernstein copula and its properties. Besides the basic properties, it has special ones, which are presented as theorems, We also prove these theorems. Symmetrical Bernstein Copula belongs to Multivariate Parameters Copulas, it can be used in many areas, such as Exchange Rate, Stock, Security and so on.
出处
《数学的实践与认识》
CSCD
北大核心
2009年第24期172-179,共8页
Mathematics in Practice and Theory
