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Analiz vozmozhnosti primeneniia kopula-funktsii v razlichnykh modeliakh stokhasticheskoi granitsy

Proceeding
All-Russian scientific and practical conference with international participation «Law, Economics and Management»
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Published in:
All-Russian scientific and practical conference with international participation «Law, Economics and Management»
Author:
Viktoriia A. Rudenko 1
Work direction:
Экономика предпринимательства
Pages:
231-234
Received: 28 November 2020

Rating:
Article accesses:
1619
Published in:
РИНЦ
1 FPFIS "Central Economics and Mathematics Institute of the Russian Academy of Sciences"
For citation:
Rudenko V. A. (2020). Analiz vozmozhnosti primeneniia kopula-funktsii v razlichnykh modeliakh stokhasticheskoi granitsy. Law, Economics and Management, 231-234. Чебоксары: PH "Sreda".

Abstract

В данной работе приведен анализ использования математического аппарата копула-функций в моделях стохастической границы. Показана необходимость расширения стандартного класса моделей стохастической границы с помощью моделирования зависимости случайных компонент ошибки. Описаны различные области экономики, в которых применяются указанные расширенные модели.

References

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