Maximum pseudo-likelihood estimation based on estimated residuals in copula semiparametric models Omelka, Marek Hudecova, Sarka Neumeyer, Natalie 2021 - Forschungsinformationssystem der UHH
A copula approach for dependence modeling in multivariate nonparametric time series Neumeyer, Natalie Omelka, Marek Hudecova, Sarka 2019 - Forschungsinformationssystem der UHH