Estimating the error distribution in multivariate heteroscedastic time-series models (Q2475776): Difference between revisions
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Revision as of 07:16, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the error distribution in multivariate heteroscedastic time-series models |
scientific article |
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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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