A stochastic recurrence equations approach for score driven correlation models (Q5034245): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 10:48, 8 February 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
