Modeling statistical dependence of Markov chains via copula models (Q2474394)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling statistical dependence of Markov chains via copula models |
scientific article |
Statements
Modeling statistical dependence of Markov chains via copula models (English)
0 references
6 March 2008
0 references
copula
0 references
Markov chain
0 references
mixing
0 references
Model selection
0 references
pseudo-likelihood ratio
0 references
two-stage estimation
0 references
0 references
