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- liyongEMsuanfaguji混合Copula函数参数-Mixed Copula function uation parameters
copula
- 运用MATLAB进行混合copula函数的参数计算,基于em估计(Using MATLAB to calculate the parameters of mixed copula function, based on EM estimation)
R
- R语言对数据进行Garch-M-Copula建模并利用EM算法估计相应的参数(Garch-m-copula is used to model the data in R language and EM algorithm is used to estimate the corresponding parameters)