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"Estimating standard errors in regular vine copula models."

Jakob Stöber, Ulf Schepsmeier (2013)

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DOI: 10.1007/S00180-013-0423-8

access: closed

type: Journal Article

metadata version: 2020-07-06

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  - journals/cstat/StoberS13
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  - https://dblp.org/rec/journals/cstat/StoberS13
Jakob Stöber, Ulf Schepsmeier:
Estimating standard errors in regular vine copula models. Comput. Stat. 28(6): 2679-2707 (2013)

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