Maximum likelihood estimation of mixed C-vines with application to exchange rates (Q4970956): Difference between revisions

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Latest revision as of 12:17, 30 July 2024

scientific article; zbMATH DE number 7257878
Language Label Description Also known as
English
Maximum likelihood estimation of mixed C-vines with application to exchange rates
scientific article; zbMATH DE number 7257878

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    Maximum likelihood estimation of mixed C-vines with application to exchange rates (English)
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    8 October 2020
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    copulas
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    C-vine
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    maximum likelihood estimation
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    pair-copula construction
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    US-exchange rates
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