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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

From MaRDI portal
Publication:5327297

DOI10.1080/01621459.2013.785952OpenAlexW2162792766MaRDI QIDQ5327297

Dong Hwan Oh, Andrew J. Patton

Publication date: 7 August 2013

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01621459.2013.785952



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