Maximum pseudo‐likelihood estimation based on estimated residuals in copula semiparametric models (Q5042675)

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scientific article; zbMATH DE number 7607027
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Maximum pseudo‐likelihood estimation based on estimated residuals in copula semiparametric models
scientific article; zbMATH DE number 7607027

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    Maximum pseudo‐likelihood estimation based on estimated residuals in copula semiparametric models (English)
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    25 October 2022
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    asymptotic normality
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    copula
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    method of moments
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    pseudo-likelihood
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    residuals
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