Efficient estimation of a semiparametric dynamic copula model.

Christian M. Hafner Olga Reznikova

Published in: Comput. Stat. Data Anal. (2010)

Keyphrases

semi parametric
density estimation
probabilistic model
regression model
linear model
statistical inference
neural network
learning algorithm
parameter estimation
parametric models
prior knowledge
probability distribution
knowledge discovery
unsupervised learning
bayesian framework