Estimation of Structured t-Copulas
バージョン 1.2.0.0 (60.1 KB) 作成者:
Attilio Meucci
Recursive routine to estimate structured correlation matrix and degrees of freedom
For a detailed description please refer to A. Meucci (2008) "Estimation of Structured t-Copulas"
Latest version of article and code available at http://symmys.com/node/134
引用
Attilio Meucci (2024). Estimation of Structured t-Copulas (https://www.mathworks.com/matlabcentral/fileexchange/19751-estimation-of-structured-t-copulas), MATLAB Central File Exchange. 取得済み .
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