Estimation of the cDCC Model in High Dimension Via the Composite Likelihood Method

Program: 
Statistics
Degree: 
Msc dissert.
Event's date: 
Wednesday, 17 December, 2025 - 09:30
Event's place
Room 226
Author: 
Emerson Alfaro Rivera

Master's in Statistics

Advisor:

Luiz Koodi Hotta

Committee:

Mauricio Enrique Zevallos Herencia

Pedro Luiz Valls Pereira