A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing (Q265279): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: TwoCop / rank | |||
Normal rank | |||
Revision as of 02:11, 1 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing |
scientific article |
Statements
A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing (English)
0 references
1 April 2016
0 references
lag window estimator
0 references
multiplier central limit theorem
0 references
multivariate observations
0 references
partial-sum process
0 references
ranks
0 references
serial dependence
0 references
