Estimation of copula-based semiparametric time series models
Year of publication: |
2006
|
---|---|
Authors: | Chen, Xiaohong ; Fan, Yanqin |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 130.2006, 2, p. 307-335
|
Subject: | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Zeitreihenanalyse | Time series analysis |
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