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Maximum likelihood estimation of high-dimensional Student-t copulas

Trede M

Research article (journal) | Peer reviewed

Details about the publication

Journal: Statistics and Probability Letters (Statist. Probab. Lett.)
Volume: 159
Status: Published
Release year: 2020
Language in which the publication is written: English
DOI: 10.1016/j.spl.2019.108678

Authors from the University of Münster

Trede, Mark
Professur für VWL, Ökonometrie/Wirtschaftsstatistik (Prof. Trede)