Comparing point and interval estimates in the bivariate \(t\)-copula model with application to financial data (Q641791): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 09:20, 30 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Comparing point and interval estimates in the bivariate \(t\)-copula model with application to financial data |
scientific article |
Statements
Comparing point and interval estimates in the bivariate \(t\)-copula model with application to financial data (English)
0 references
25 October 2011
0 references
Fisher information
0 references
bivariate \(t\)-copula
0 references
Hessian
0 references
maximum likelihood
0 references
semiparametric estimation
0 references
efficiency
0 references