Dynamic Copula-Based Markov Time Series
Author:
Publisher
Informa UK Limited
Subject
Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/03610920801931846
Reference15 articles.
1. Estimation of copula-based semiparametric time series models
2. Generalized Score Test of Homogeneity Based on Correlated Random Effects Models
3. Multivariate Models and Multivariate Dependence Concepts
4. Asymptotic efficiency of the two-stage estimation method for copula-based models
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