Sequential estimation of shape parameters in multivariate dynamic models (Q2453083)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6301467
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Sequential estimation of shape parameters in multivariate dynamic models |
scientific article; zbMATH DE number 6301467 |
Statements
Sequential estimation of shape parameters in multivariate dynamic models (English)
0 references
6 June 2014
0 references
confidence intervals
0 references
elliptical distributions
0 references
efficient estimation
0 references
global systematically important banks
0 references
systemic risk
0 references
risk management
0 references
0 references
0 references
0 references
0 references
0.7670578956604004
0 references
0.7628037333488464
0 references
0.7608458995819092
0 references
0.7489039301872253
0 references
0.7459477186203003
0 references
