Estimating the error distribution in multivariate heteroscedastic time-series models (Q2475776)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the error distribution in multivariate heteroscedastic time-series models |
scientific article |
Statements
Estimating the error distribution in multivariate heteroscedastic time-series models (English)
0 references
11 March 2008
0 references
association
0 references
copula
0 references
estimating equation
0 references
pseudolikelihood
0 references
semiparametric
0 references
0 references
0 references
