Počet záznamů: 1
On the Consistency of an Estimator for Hierarchical Archimedean Copulas
- 1.Górecki, J. - Hofert, M. - Holeňa, Martin
On the Consistency of an Estimator for Hierarchical Archimedean Copulas.
Proceedings of 32nd International Conference Mathematical Methods in Economics MME 2014. Olomouc: Palacký University, 2014 - (Talašová, J.; Stoklasa, J.; Talášek, T.), s. 239-244. ISBN 978-80-244-4209-9.
[MME 2014. International Conference Mathematical Methods in Economics /32./. Olomouc (CZ), 10.09.2014-12.09.2014]
http://hdl.handle.net/11104/0248436
Citováno: 4
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--- MATSYPURA, D. - NEO, E. - PROKHOROV, A. Estimation of Hierarchical Archimedean Copulas as a Shortest Path Problem. ECONOMICS LETTERS. ISSN 0165-1765, DEC 2016, vol. 149, p. 131-134. [WOS]
--- UYTTENDAELE, N. On the estimation of nested Archimedean copulas: a theoretical and an experimental comparison. COMPUTATIONAL STATISTICS. ISSN 0943-4062, JUN 2018, vol. 33, no. 2, p. 1047-1070. [WOS]
--- OKHRIN, O. - TETEREVA, A. The Realized Hierarchical Archimedean Copula in Risk Modelling. ECONOMETRICS. ISSN 2225-1146, JUN 2017, vol. 5, no. 2. [WOS]
Počet záznamů: 1