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scientific article; zbMATH DE number 7295850 - MaRDI portal

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Publication:5143634

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zbMath1463.62326MaRDI QIDQ5143634

Hongjun Wang, Ruihua Wang

Publication date: 14 January 2021

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

EM algorithm financial time series analysis M-copula

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Economic time series analysis (91B84)

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