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