Efficient estimation of copula-based semiparametric Markov models (Q1043729): Difference between revisions

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Property / author: Xiaohong Chen / rank
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Property / author: Wei-Biao Wu / rank
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Property / author: Xiaohong Chen / rank
 
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Property / author
 
Property / author: Wei-Biao Wu / rank
 
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Latest revision as of 06:18, 2 July 2024

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Efficient estimation of copula-based semiparametric Markov models
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    Efficient estimation of copula-based semiparametric Markov models (English)
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    9 December 2009
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    copula
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    geometric ergodicity
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    nonlinear Markov models
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    semiparametric efficiency
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    sieve likelihood ratio statistics
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    sieve MLE
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    tail dependence
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    value-at-risk
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