Computational Statistics and Data Analysisæóðíàë

Ñòàòüè, îïóáëèêîâàííûå â æóðíàëå ñòèëü:  îáû÷íûé | ÃÎÑÒ | plain | abbrv | acm | alpha | amsalpha | amsplain | apalike | ieeetr | siam

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  • 2010 Three-stage semi-parametric estimation of T-copulas: Asymptotics, finite-sample properties and computational aspects
  • Fantazzini D.
  • â æóðíàëå Computational Statistics and Data Analysis, èçäàòåëüñòâî Elsevier BV (Netherlands), òîì 54, ? 11, ñ. 2562-2579 DOI
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  • 2009 The effects of misspecified marginals and copulas on computing the value at risk: A Monte Carlo study
  • Fantazzini D.
  • â æóðíàëå Computational Statistics and Data Analysis, èçäàòåëüñòâî Elsevier BV (Netherlands), òîì 53, ? 6, ñ. 2168-2188 DOI