A stochastic recurrence equations approach for score driven correlation models (Q5034245): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/07474938.2016.1139821 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2307368074 / rank | |||
Normal rank | |||
Revision as of 19:53, 19 March 2024
scientific article; zbMATH DE number 7481019
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic recurrence equations approach for score driven correlation models |
scientific article; zbMATH DE number 7481019 |
Statements
A stochastic recurrence equations approach for score driven correlation models (English)
0 references
24 February 2022
0 references
asymptotic normality
0 references
consistency
0 references
dynamic copulas
0 references
generalized autoregressive score models
0 references
observation driven models
0 references
stochastic recurrence equations
0 references
