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Maximum-Likelihood Estimation Using the Zig-Zag Algorithm

, , and . Journal of Financial Econometrics, 21 (4): 1346-1375 (2023)

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Penalized estimation of hierarchical Archimedean copula, and . J. Multivar. Anal., (July 2024)Penalized estimation of hierarchical Archimedean copula, and . Journal of Multivariate Analysis, (2023)Publisher Copyright: © 2023.Maximum-Likelihood Estimation Using the Zig-Zag Algorithm, , and . Journal of Financial Econometrics, 21 (4): 1346-1375 (2023)