Efficient maximum likelihood estimation of copula based meta \(t\)-distributions (Q901485): Difference between revisions
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Revision as of 11:53, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient maximum likelihood estimation of copula based meta \(t\)-distributions |
scientific article |
Statements
Efficient maximum likelihood estimation of copula based meta \(t\)-distributions (English)
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12 January 2016
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copula
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inference for margins
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maximum likelihood estimation
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maximization by parts
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meta-\(t\) distribution
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rolling windows
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