Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification (Q291847)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification |
scientific article |
Statements
Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification (English)
0 references
10 June 2016
0 references
multivariate dynamic models
0 references
misspecified copulas
0 references
semiparametric inference
0 references
multiple model selection
0 references
mixture copulas
0 references
0 references
0 references
