Estimation of copula-based semiparametric time series models (Q274894): 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/10.1016/j.jeconom.2005.03.004 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2078237481 / rank | |||
Normal rank |
Revision as of 22:02, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Estimation of copula-based semiparametric time series models |
scientific article |
Statements
Estimation of copula-based semiparametric time series models (English)
0 references
25 April 2016
0 references
copula
0 references
nonlinear Markov models
0 references
semiparametric estimation
0 references
conditional moment
0 references
conditional quantile
0 references