Comparing point and interval estimates in the bivariate \(t\)-copula model with application to financial data (Q641791): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:50, 5 March 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
