Statistical properties of semiparametric estimators for copula-based Markov chain vectors models
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Publication:5299787
zbMATH Open1327.62127MaRDI QIDQ5299787FDOQ5299787
Authors: Wende Yi, B. Stephen Shaoyi Liao 
Publication date: 21 June 2013
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Cited In (6)
- Modeling statistical dependence of Markov chains via copula models
- Semi-parametric copula-based models under non-stationarity
- Estimation of copula-based semiparametric time series models
- Statistical properties of parametric estimators for Markov chain vectors based on copula models
- Skew-\(t\) copula-based semiparametric Markov chains
- Efficient estimation of copula-based semiparametric Markov models
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