Dynamic structured copula models (Q2871288)

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Dynamic structured copula models
scientific article

    Statements

    title
    Dynamic structured copula models (English)
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    author
    Ostap Okhrin
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    Yarema Okhrin
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    publication date
    22 January 2014
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    zbMATH Keywords
    multivariate distributions
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    Archimedean copulas
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    adaptive estimation
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62P05
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    62H12
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    65C60
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    zbMATH DE Number
    6249106
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    OpenAlex ID
    W1532146614
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