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Simulated Method of Moments Estimation for Copula-Based Multivariate Models - MaRDI portal

Simulated Method of Moments Estimation for Copula-Based Multivariate Models (Q5327297)

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scientific article; zbMATH DE number 6195971
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English
Simulated Method of Moments Estimation for Copula-Based Multivariate Models
scientific article; zbMATH DE number 6195971

    Statements

    title
    Simulated Method of Moments Estimation for Copula-Based Multivariate Models (English)
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    author
    Dong Hwan Oh
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    Andrew J. Patton
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    publication date
    7 August 2013
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    zbMATH Keywords
    correlation
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    dependence
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    inference
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    SMM
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    cites work
    Q3412547
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    Q5461413
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    Q4382161
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    Q5706744
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    Q4869532
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    Identifiers

    zbMATH DE Number
    6195971
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    OpenAlex ID
    W2162792766
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