Hidden Markov Structures for Dynamic Copulae
Year of publication: |
2016
|
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Authors: | Härdle, Wolfgang K. |
Other Persons: | Okhrin, Ostap (contributor) ; Wang, Weining (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Markov-Kette | Markov chain |
Extent: | 1 Online-Ressource (45 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 2, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2740339 [DOI] |
Classification: | C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods ; g50 |
Source: | ECONIS - Online Catalogue of the ZBW |
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