Maximum likelihood estimation of high-dimensional Student-t copulas

Trede M

Cite as

Trede, M. (2020). Maximum likelihood estimation of high-dimensional Student-t copulas. Statistics and Probability Letters (Statist. Probab. Lett.), 159, 108678.

Details

Publication type
Research article (journal)

Peer reviewed
Yes

Publication status
Published

Year
2020

Journal
Statistics and Probability Letters

Volume
159

Pages range
108678

Language
English

ISSN
0167-7152

DOI
https://doi.org/10.1016/j.spl.2019.108678