Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (Q461823): Difference between revisions
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Revision as of 22:23, 13 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points |
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Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (English)
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15 October 2014
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dependence function
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multivariate rank statistics
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semiparametric inference
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multiple change-points
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Brownian bridge
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pseudo observations
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multiplier central limit theorem
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exchangeable bootstrap
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