Likelihood inference in Gaussian copula models for count time series via minimax exponential tilting

Computational Statistics & Data Analysis 2026

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Authors: Quynh Nhu Nguyen, Victor De Oliveira

DOI: 10.1016/j.csda.2026.108344

Cited by: 0

References: 25

Fields of Study & Subjects

Markov Chains and Monte Carlo Methods Financial Risk and Volatility Modeling Statistical Distribution Estimation and Applications

References 25