Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification (Q291847)
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scientific article; zbMATH DE number 6591849
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| English | Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification |
scientific article; zbMATH DE number 6591849 |
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Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification (English)
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10 June 2016
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multivariate dynamic models
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misspecified copulas
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semiparametric inference
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multiple model selection
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mixture copulas
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0.8539202213287354
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0.8346952795982361
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0.8322980999946594
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0.8303693532943726
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0.8137320280075073
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