Diffusion copulas: identification and estimation (Q2658762)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diffusion copulas: identification and estimation |
scientific article |
Statements
Diffusion copulas: identification and estimation (English)
0 references
24 March 2021
0 references
diffusion process
0 references
dynamic copula
0 references
transformation model
0 references
identification
0 references
semiparametric maximum likelihood
0 references
0 references
0 references
0 references
0 references
0 references
