Copula-based semiparametric models for multivariate time series (Q443770)
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scientific article; zbMATH DE number 6065047
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| English | Copula-based semiparametric models for multivariate time series |
scientific article; zbMATH DE number 6065047 |
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Copula-based semiparametric models for multivariate time series (English)
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13 August 2012
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conditional copulas
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Markov models
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pseudo likelihood
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ranks
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0.8911187052726746
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0.8669331073760986
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0.8605475425720215
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0.8559242486953735
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0.8500146865844727
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