I'm reading about copula estimation in the book Financial Modeling Under Non-Gaussian Distributions by Jondeau, Poon and Rockinger. They say that full maximum likelihood can be difficult because of i) dimensionality and because ii) "the copula parameter may be a "convoluted expression" of the margins parameter."

I've been looking for a translation of that word, but I only find difficult or complicated as synonyms of convoluted. I believe there is more to it than just "complicated". Is there maybe a more specific meaning for this word? Would you know what the authors mean with "convoluted expression" in this context?


1 Answer 1


"convoluted expression" in American usage just means a complicated, big mathematical expression, sometimes also called "hairy" or "messy". It is ugly to work with and to look at, so you prefer not to deal with it if possible. Nothing more than that.

There is also a mathematical operation called "convolution ("Faltung" in German) but it has nothing to do with the other meaning. When convolution is applied to two functions they are said to be "convolved" which is a different word altogether.


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