Maximum likelihood estimation methods for Copula models
Jinyu Zhang, Kang Gao, Yong Li, Qiaosen Zhang
| Year of publication: |
2022
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|---|---|
| Authors: | Zhang, Jinyu ; Gao, Kang ; Li, Yong ; Zhang, Qiaosen |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 60.2022, 1, p. 99-124
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| Subject: | Copula | Multi-modality | Parameter estimation | Simulated annealing | Schätztheorie | Estimation theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Multivariate Verteilung | Multivariate distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-021-10139-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013262501