Copula-based semiparametric models for multivariate time series (Q443770)
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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 |
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Copula-based semiparametric models for multivariate time series (English)
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13 August 2012
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conditional copulas
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Markov models
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pseudo likelihood
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