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Copula information criterion for model selection with two-stage maximum likelihood estimation

2019/02/10 by Vinnie Ko, Nils Lid Hjort · 1 citation
Economics, Econometrics and Finance · Mathematics · #Artificial intelligence #Computer science #Copula (linguistics) #Covariate #Econometrics #Financial Risk and Volatility Modeling #Inference #Information Criteria #Mathematics #Maximum likelihood #Model selection #Parametric model #Parametric statistics #Statistical Distribution Estimation and Applications #Statistical Methods and Inference #Statistics

paper · doi:10.1016/j.ecosta.2019.01.001

openalex publication_date 2019/02/10 · crossref created 2019/02/10 · crossref issued 2019/10/01 · crossref published 2019/10/01 · crossref published-print 2019/10/01 · crossref deposited 2022/09/11 · openalex created_date 2025/10/10 · crossref indexed 2025/12/31 · openalex updated_date 2026/07/02

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