Maximum likelihood estimation of mixed C-vines with application to exchange rates

Title:: Maximum likelihood estimation of mixed C-vines with application to exchange rates
Document type:: Zeitschriftenaufsatz
Author(s):: Czado, C., Schepsmeier, U. and Min, A.
Journal title:: Statistical Modelling
Year:: 2012
Journal volume:: 12
Journal issue:: 3
Pages contribution:: 229-255
Reviewed:: ja
Language:: en
WWW:: http://online.sagepub.com/
Status:: Erstveröffentlichung
Copyright statement:: The final, definitive version of this paper has beeen published in Statistical Modelling, June/2012 by SAGE Publications India Private Limited, All rights reserved. SAGE Publications India Private Limited, 2012. It is available at http://online.sagepub.com/
TUM Institution:: Lehrstuhl für Mathematische Statistik
Format:: Text
BibTeX

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