Likelihood function optimization of elliptical copula models with financial applications
| Year of publication: |
2002-07-01
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|---|---|
| Authors: | Palmitesta, P. ; Provasi, C. |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | Maximum likelihood estimation | global optimization | heuristics |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 327 |
| Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C15 - Statistical Simulation Methods; Monte Carlo Methods |
| Source: |
Persistent link: https://www.econbiz.de/10005132823