Semiparametric score test for varying copula parameter in Markov time series

Author： Abegaz Fentaw   Naik-Nimbalkar U. V.  

Publisher： Taylor & Francis Ltd

ISSN： 0233-1888

Source： Statistics, Vol.45, Iss.3, 2011-06, pp. : 209-222

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Semiparametric dynamic max‐copula model for multivariate time series

By  

JOURNAL OF THE ROYAL STATISTICAL SOCIETY: SERIES B (STATISTICAL METHODOLOGY), Vol. 80, Iss. 2, 2018-03 ,pp. : 409-432

John Wiley & Sons Inc

Access to resources Recommend Favorite

A Score Type Test for General Autoregressive Models in Time Series

By Wu Jian-hong  

Acta Mathematicae Applicatae Sinica, Vol. 23, Iss. 3, 2007-07 ,pp. : 439-450

Springer Publishing Company

Access to resources Recommend Favorite

Asymptotic properties of the score test for varying dispersion in exponential family nonlinear models

By Lin Jin-Guan  

Statistics, Vol. 43, Iss. 2, 2009-04 ,pp. : 105-119

Taylor & Francis Ltd

Access to resources Recommend Favorite

Bayesian semiparametric copula estimation with application to psychiatric genetics

By  

BIOMETRICAL JOURNAL, Vol. 57, Iss. 3, 2015-05 ,pp. : 468-484

John Wiley & Sons Inc

Access to resources Recommend Favorite

Time-varying parameter estimation under stochastic perturbations using LSM

By Escobar Jesica  

IMA Journal of Mathematical Control and Information, Vol. 29, Iss. 2, 2012-06 ,pp. : 235-258

Oxford University Press

Access to resources Recommend Favorite