Estimating the error distribution in multivariate heteroscedastic time-series models

Journal of Statistical Planning and Inference

Volumn 138, Issue 5, 2008, Pages 1442-1458

  Kim, Gunky ^a   Silvapulle, Mervyn J ^a   Silvapulle, Paramsothy ^a  

^a MONASH UNIVERSITY   (Australia)

Author keywords

Association; Copula; Estimating equation; Pseudolikelihood; Semiparametric

Indexed keywords

EID: 38349053907     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2007.07.001     Document Type: Article

References (25)

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