CYCLOCOPULA TECHNIQUE TO STUDY THE RELATIONSHIP BETWEEN TWO CYCLOSTATIONARY TIME SERIES WITH FRACTIONAL BROWNIAN MOTION ERRORS

Detection of the relationship between two time series is so important in environmental and hydrological studies. Several parametric non-parametric approaches can be applied to detect relationships. These techniques are usually sensitive stationarity assumptions. In this research, a new copula-based method introduced cylostationary with fractional Brownian motion (fBm) errors. The numerical studies verify performance approach.