Comparing point and interval estimates in the bivariate t-copula model with application to financial data

Rada Dakovic () and Claudia Czado ()

Statistical Papers, 2011, vol. 52, issue 3, 709-731

Keywords: Fisher information; Bivariate t-copula; Hessian; Maximum likelihood; Semiparametric estimation; Efficiency; 62F10; 62F12; 62P05 (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1007/s00362-009-0279-8

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