Wei Biao Wu Wu

Selected Publications

Efficient estimation of copula-based semiparametric Markov models

This paper considers efficient estimation of copula-based semiparametric strictly stationary Markov models. These models are characterized […]

Xiaohong Chen, Wei Biao Wu Wu, Yanping Yi
21 May 2010 | Journal Article

Previous version

Efficient estimation of copula-based semiparametric Markov models
Xiaohong Chen, Wei Biao Wu Wu, Yanping Yi
3 March 2009 | CWP06/09
Efficient estimation of copula-based semiparametric Markov models

This paper considers efficient estimation of copula-based semiparametric strictly stationary Markov models. These models are characterized […]

Xiaohong Chen, Wei Biao Wu Wu, Yanping Yi
3 March 2009 | CWP06/09

Latest version

Efficient estimation of copula-based semiparametric Markov models
Xiaohong Chen, Wei Biao Wu Wu, Yanping Yi
21 May 2010 | Journal Article