๐”– Bobbio Scriptorium
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Estimation and Validation of Semiparametric Dynamic Nonlinear Models

โœ Scribed by Rolain, Y.; Van Moer, W.; Schoukens, J.; Dhaene, T.


Book ID
114630788
Publisher
IEEE
Year
2008
Tongue
English
Weight
360 KB
Volume
57
Category
Article
ISSN
0018-9456

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Semiparametric estimation in copula mode
โœ Hideatsu Tsukahara ๐Ÿ“‚ Article ๐Ÿ“… 2005 ๐Ÿ› John Wiley and Sons ๐ŸŒ French โš– 931 KB

The author recalls the limiting behaviour of the empirical copula process and applies it to prove some asymptotic properties of a minimum distance estimator for a Euclidean parameter in a copula model. The estimator in question is semiparametric in that no knowledge of the marginal distributions is