Statistical properties of parametric estimators for Markov chain vectors based on copula models (Q2270270): 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.jspi.2009.12.002 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2017104501 / rank | |||
Normal rank | |||
Revision as of 01:44, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical properties of parametric estimators for Markov chain vectors based on copula models |
scientific article |
Statements
Statistical properties of parametric estimators for Markov chain vectors based on copula models (English)
0 references
18 March 2010
0 references
copula
0 references
asymptotic normality
0 references
temporal dependence
0 references
contemporaneous dependence
0 references
3SPMLE
0 references
