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

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Latest revision as of 18:21, 17 December 2024

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Statistical properties of parametric estimators for Markov chain vectors based on copula models
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    Statistical properties of parametric estimators for Markov chain vectors based on copula models (English)
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    18 March 2010
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    copula
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    asymptotic normality
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    temporal dependence
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    contemporaneous dependence
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    3SPMLE
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