A Goodness-of-fit Test for Copulas Based on Martingale Transformation
A Goodness-of-fit Test for Copulas Based on Martingale Transformation
复制标题
DOI:
10.1016/j.jeconom.2019.08.007
复制
发表时间:
2020
影响因子:
6.3
通讯作者:
Xu Zheng
中科院分区:
文献类型:
--
作者:
Xiaohui Lu;Xu Zheng