Estimation under copula-based Markov normal mixture models for serially correlated data (Q5086400): Difference between revisions

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Latest revision as of 18:46, 4 August 2024

scientific article; zbMATH DE number 7553345
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English
Estimation under copula-based Markov normal mixture models for serially correlated data
scientific article; zbMATH DE number 7553345

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    Estimation under copula-based Markov normal mixture models for serially correlated data (English)
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    5 July 2022
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    log return
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    copula
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    normal mixture distribution
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    Newton-Raphson algorithm
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    Markov model
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