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Property / author: Mervyn J. Silvapullé / rank
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Property / full work available at URL: https://doi.org/10.1016/j.jspi.2007.07.001 / rank
 
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Latest revision as of 17:59, 27 June 2024

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Estimating the error distribution in multivariate heteroscedastic time-series models
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    Estimating the error distribution in multivariate heteroscedastic time-series models (English)
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    11 March 2008
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    association
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    copula
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    estimating equation
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    pseudolikelihood
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    semiparametric
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