Estimation of copula-based semiparametric time series models (Q274894): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
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
    0 references
    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

    Identifiers