Diffusion copulas : identification and estimation
Ruijun Bu, Kaddour Hadri, Dennis Kristensen
| Year of publication: |
2021
|
|---|---|
| Authors: | Bu, Ruijun ; Hadri, Kaddour ; Kristensen, Dennis |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 221.2021, 2, p. 616-643
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| Subject: | Identification | Diffusion process | Dynamic copula | Semiparametric maximum likelihood | Transformation model | Multivariate Verteilung | Multivariate distribution | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Innovationsdiffusion | Innovation diffusion | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.06.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012619252