# Cyclocopula Technique to Study the Relationship Between Two Cyclostationary Time Series with Fractional Brownian Motion Errors

arXiv: https://arxiv.org/abs/2206.07976 · HTML: https://mlsanity.com/paper/2206.07976/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
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- First posted on arXiv 16 Jun 2022.

## Abstract (arXiv)

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 performance of the introduced approach.