Estimation under copula-based Markov normal mixture models for serially correlated data (Q5086400)
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scientific article; zbMATH DE number 7553345
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| English | Estimation under copula-based Markov normal mixture models for serially correlated data |
scientific article; zbMATH DE number 7553345 |
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Estimation under copula-based Markov normal mixture models for serially correlated data (English)
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5 July 2022
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log return
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copula
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normal mixture distribution
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Newton-Raphson algorithm
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Markov model
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