Copula-based semiparametric models for multivariate time series (Q443770)

From MaRDI portal





scientific article; zbMATH DE number 6065047
Language Label Description Also known as
English
Copula-based semiparametric models for multivariate time series
scientific article; zbMATH DE number 6065047

    Statements

    Copula-based semiparametric models for multivariate time series (English)
    0 references
    0 references
    0 references
    0 references
    13 August 2012
    0 references
    conditional copulas
    0 references
    Markov models
    0 references
    pseudo likelihood
    0 references
    ranks
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references