A wavelet-based estimation of the calibration function in conditional copula model
type: Item
instance of: scholarly article
title: A wavelet-based estimation of the calibration function in conditional copula model
zbMATH Open document ID: 1541.62097
author: Cheikh Tidiane Seck
author: Aba Diop
published in: Afrika Statistika
publication date: 2024-07-01T00:00:00Z
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 42C40
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62H05
zbMATH DE Number: 7874201
zbMATH Keywords: calibration function
zbMATH Keywords: conditional copula
zbMATH Keywords: dependence parameter
zbMATH Keywords: wavelet regression
MaRDI profile type: Publication
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DOI: 10.16929/AS/2023.3503.315
description: scientific article; zbMATH DE number 7874201