Variational Bayes Estimation of Time Series Copulas for Multivariate Ordinal and Mixed Data
Year of publication: |
2018
|
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Authors: | Loaiza Maya, Rubén Albeiro |
Other Persons: | Smith, Michael S. (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Multivariate Verteilung | Multivariate distribution | Multivariate Analyse | Multivariate analysis | Bayes-Statistik | Bayesian inference |
Extent: | 1 Online-Ressource (36 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 13, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.3093123 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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