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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
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