Estimation of copula-based semiparametric time series models (Q274894)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Estimation of copula-based semiparametric time series models |
scientific article |
Statements
Estimation of copula-based semiparametric time series models (English)
0 references
25 April 2016
0 references
copula
0 references
nonlinear Markov models
0 references
semiparametric estimation
0 references
conditional moment
0 references
conditional quantile
0 references
0 references
0 references