Three-stage semi-parametric estimation of \(t\)-copulas: asymptotics, finite-sample properties and computational aspects

DOI10.1016/j.csda.2009.02.004zbMath1284.62138OpenAlexW1992307982MaRDI QIDQ2445710

Dean Fantazzini

Publication date: 14 April 2014

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2009.02.004

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of parametric tests (62F05)

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