Efficient estimation of a semiparametric dynamic copula model (Q2445713)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient estimation of a semiparametric dynamic copula model |
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Efficient estimation of a semiparametric dynamic copula model (English)
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14 April 2014
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dynamic copula
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semiparametric estimation
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local likelihood
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efficiency
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