Three-stage semi-parametric estimation of \(t\)-copulas: asymptotics, finite-sample properties and computational aspects (Q2445710)
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English | Three-stage semi-parametric estimation of \(t\)-copulas: asymptotics, finite-sample properties and computational aspects |
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Three-stage semi-parametric estimation of \(t\)-copulas: asymptotics, finite-sample properties and computational aspects (English)
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14 April 2014
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