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?