Sequential estimation of shape parameters in multivariate dynamic models (Q2453083)
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scientific article; zbMATH DE number 6301467
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sequential estimation of shape parameters in multivariate dynamic models |
scientific article; zbMATH DE number 6301467 |
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Sequential estimation of shape parameters in multivariate dynamic models (English)
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6 June 2014
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confidence intervals
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elliptical distributions
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efficient estimation
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global systematically important banks
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systemic risk
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risk management
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