Statistical properties of parametric estimators for Markov chain vectors based on copula models (Q2270270): Difference between revisions

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+A Review of Some Aspects of Asymptotic Likelihood Theory for Stochastic Processes
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+Basic properties of strong mixing conditions. A survey and some open questions
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+Estimation of copula-based semiparametric time series models
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+Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
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+Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection
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+Mixing: Properties and examples
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+Using copulae to bound the value-at-risk for functions of dependent risks
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+Fitting bivariate loss distributions with copulas
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+.1016/J.JSPI.2009.12.002
@@ Property / DOI: 10.1016/J.JSPI.2009.12.002 / rank @@
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