A wavelet-based estimation of the calibration function in conditional copula model (Q6565106)
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scientific article; zbMATH DE number 7874201
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A wavelet-based estimation of the calibration function in conditional copula model |
scientific article; zbMATH DE number 7874201 |
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A wavelet-based estimation of the calibration function in conditional copula model (English)
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1 July 2024
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calibration function
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conditional copula
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dependence parameter
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wavelet regression
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