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- W2056512085 abstract "We consider an alternative approach based on copulas to investigate dependence structures of stationary Markov type time series vector. Based on the properties of parametric estimators of the 2SPMLE, we propose a method of parametric estimation of three-stage pseudo maximum likelihood estimation and investigate the asymptotic normality of parametric estimators." @default.
- W2056512085 created "2016-06-24" @default.
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- W2056512085 date "2009-01-01" @default.
- W2056512085 modified "2023-09-24" @default.
- W2056512085 title "Asymptotic Normality of Parametric Estimators of Markov Chain Vector Dependence Models" @default.
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- W2056512085 doi "https://doi.org/10.1109/etcs.2009.294" @default.
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