Change point detection in SCOMDY models (Q1621241): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
Import241208061232 (talk | contribs)
Normalize DOI.
 
(One intermediate revision by one other user not shown)
Property / DOI
 
Property / DOI: 10.1007/s10182-012-0200-y / rank
Normal rank
 
Property / cites work
 
Property / cites work: Q3600720 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification / rank
 
Normal rank
Property / cites work
 
Property / cites work: A semiparametric estimation procedure of dependence parameters in multivariate families of distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Change analysis of a dynamic copula for measuring dependence in multivariate financial data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4382161 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Cusum Test for Parameter Change in Time Series Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Cusum Test for Parameter Change in Regression Models with ARCH Errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Change point detection in copula ARMA–GARCH Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: An introduction to copulas. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic Normality of Nonparametric Tests for Independence / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1007/S10182-012-0200-Y / rank
 
Normal rank

Latest revision as of 23:08, 10 December 2024

scientific article
Language Label Description Also known as
English
Change point detection in SCOMDY models
scientific article

    Statements

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references