Estimation of copula-based semiparametric time series models (Q274894)

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Estimation of copula-based semiparametric time series models
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    title
    Estimation of copula-based semiparametric time series models (English)
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    author
    Xiaohong Chen
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    Yanqin Fan
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    Xiaohong Chen
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    publication date
    25 April 2016
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    Mathematics Subject Classification ID
    62M05
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    62M10
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    62G05
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    zbMATH DE Number
    6573043
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    zbMATH Keywords
    copula
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    nonlinear Markov models
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    semiparametric estimation
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    conditional moment
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    conditional quantile
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