Maximum likelihood estimation of mixed C-vines with application to exchange rates (Q4970956): Difference between revisions
From MaRDI portal
Latest revision as of 11:17, 30 July 2024
scientific article; zbMATH DE number 7257878
Language | Label | Description | Also known as |
---|---|---|---|
English | Maximum likelihood estimation of mixed C-vines with application to exchange rates |
scientific article; zbMATH DE number 7257878 |
Statements
Maximum likelihood estimation of mixed C-vines with application to exchange rates (English)
0 references
8 October 2020
0 references
copulas
0 references
C-vine
0 references
maximum likelihood estimation
0 references
pair-copula construction
0 references
US-exchange rates
0 references
0 references
0 references
0 references