A novel copula-based approach for parametric estimation of univariate time series through its covariance decay
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Publication:6549173
DOI10.1007/s00362-023-01418-zzbMATH Open1539.62274MaRDI QIDQ6549173
Taiane Schaedler Prass, Sílvia R. C. Lopes, Guilherme Pumi
Publication date: 3 June 2024
Published in: Statistical Papers (Search for Journal in Brave)
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)
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