Autocopulas: Investigating the Interdependence Structure of Stationary Time Series
Here we present a novel approach to the description of the lagged interdependence structure of stationary time series. The idea is to extend the use of copulas to the lagged (one-dimensional) series, to the analogy of the autocorrelation function. The use of such autocopulas can reveal the specifics of the lagged interdependence in a much finer way. However, the lagged interdependence is resulted
