Statistical properties of parametric estimators for Markov chain vectors based on copula models (Q2270270): Difference between revisions
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Revision as of 06:31, 5 March 2024
scientific article
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English | Statistical properties of parametric estimators for Markov chain vectors based on copula models |
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Statistical properties of parametric estimators for Markov chain vectors based on copula models (English)
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18 March 2010
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copula
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asymptotic normality
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temporal dependence
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contemporaneous dependence
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3SPMLE
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