Efficient maximum likelihood estimation of copula based meta \(t\)-distributions (Q901485)
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scientific article; zbMATH DE number 6528914
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| English | Efficient maximum likelihood estimation of copula based meta \(t\)-distributions |
scientific article; zbMATH DE number 6528914 |
Statements
Efficient maximum likelihood estimation of copula based meta \(t\)-distributions (English)
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12 January 2016
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copula
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inference for margins
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maximum likelihood estimation
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maximization by parts
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meta-\(t\) distribution
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rolling windows
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0.7743386626243591
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0.7525875568389893
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0.7342146039009094
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0.723143458366394
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0.718056857585907
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