MLE and Quantile Evaluation for a Clayton AR(1) Model with Student Marginals

Authored by:Original demo from Roeger Koenker; by Marius Hofert, Ivan Kojadinovic, Martin Mächler, Jun Yan incopula 1.1-5.
Source:AR_Clayton.Rmd, Vignette:AR_Clayton.html. Last updated:2017-01-06.