Title of article
Estimating the error distribution in multivariate heteroscedastic time-series models
Author/Authors
Gunky Kim، نويسنده , , Mervyn J. Silvapulle، نويسنده , , Paramsothy Silvapulle، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2008
Pages
17
From page
1442
To page
1458
Keywords
association , Copula , Estimating equation , Pseudolikelihood , Semiparametric
Journal title
Journal of Statistical Planning and Inference
Serial Year
2008
Journal title
Journal of Statistical Planning and Inference
Record number
220709
Link To Document