Goodness-of-fit test of copula functions for semi-parametric univariate time series models (Q2065302)
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scientific article; zbMATH DE number 7453632
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| English | Goodness-of-fit test of copula functions for semi-parametric univariate time series models |
scientific article; zbMATH DE number 7453632 |
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Goodness-of-fit test of copula functions for semi-parametric univariate time series models (English)
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7 January 2022
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copula
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cross-validation
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goodness-of-fit test
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likelihood
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semiparametric time series models
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0.8337140679359436
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0.8266759514808655
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0.7781603932380676
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0.7648759484291077
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0.7648271918296814
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