Semiparametric score test for varying copula parameter in Markov time series (Q5402593)
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scientific article; zbMATH DE number 6270158
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| English | Semiparametric score test for varying copula parameter in Markov time series |
scientific article; zbMATH DE number 6270158 |
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Semiparametric score test for varying copula parameter in Markov time series (English)
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14 March 2014
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score test
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copula
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varying parameter modelling
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semiparametric
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bootstrap
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0.8834652304649353
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0.85275799036026
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0.7933970093727112
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0.7901145219802856
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0.7899731397628784
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