Semiparametric score test for varying copula parameter in Markov time series (Q5402593)
From MaRDI portal
scientific article; zbMATH DE number 6270158
Language | Label | Description | Also known as |
---|---|---|---|
English | Semiparametric score test for varying copula parameter in Markov time series |
scientific article; zbMATH DE number 6270158 |
Statements
Semiparametric score test for varying copula parameter in Markov time series (English)
0 references
14 March 2014
0 references
score test
0 references
copula
0 references
varying parameter modelling
0 references
semiparametric
0 references
bootstrap
0 references
0 references
0 references
0 references