Detecting changes in cross-sectional dependence in multivariate time series (Q123369): Difference between revisions

@@ Property / publication date @@
+October 2014Timestamp +2014-10-08T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2014-10-08T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / publication date: 8 October 2014 / rank @@
+Normal rank
@@ Property / author @@
+Axel Bücher
@@ Property / author: Axel Bücher / rank @@
+Normal rank
@@ Property / author @@
+Ivan Kojadinovic
@@ Property / author: Ivan Kojadinovic / rank @@
+Normal rank
@@ Property / author @@
+Tom Rohmer
@@ Property / author: Tom Rohmer / rank @@
+Normal rank
@@ Property / author @@
+Johan Segers
@@ Property / author: Johan Segers / rank @@
+Normal rank
@@ Property / title @@
+Detecting changes in cross-sectional dependence in multivariate time series (English)
+Normal rank
@@ Property / zbMATH Open document ID @@
+.62451
@@ Property / zbMATH Open document ID: 1360.62451 / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://arxiv.org/abs/1206.2557
@@ Property / full work available at URL: https://arxiv.org/abs/1206.2557 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H15
@@ Property / Mathematics Subject Classification ID: 62H15 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 62G10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F05
@@ Property / Mathematics Subject Classification ID: 60F05 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6352250
@@ Property / zbMATH DE Number: 6352250 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+change-point detection
@@ Property / zbMATH Keywords: change-point detection / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+empirical copula
@@ Property / zbMATH Keywords: empirical copula / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+multiplier central limit theorem
@@ Property / zbMATH Keywords: multiplier central limit theorem / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+partial-sum process
@@ Property / zbMATH Keywords: partial-sum process / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+ranks
@@ Property / zbMATH Keywords: ranks / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+strong mixing
@@ Property / zbMATH Keywords: strong mixing / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+R
@@ Property / describes a project that uses: R / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+npcp
@@ Property / describes a project that uses: npcp / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+tseries
@@ Property / describes a project that uses: tseries / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+QRM
@@ Property / describes a project that uses: QRM / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+copula
@@ Property / describes a project that uses: copula / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+copula
@@ Property / describes a project that uses: copula / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+TwoCop
@@ Property / describes a project that uses: TwoCop / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2080406918
@@ Property / OpenAlex ID: W2080406918 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.2557
@@ Property / arXiv ID: 1206.2557 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:123369