Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process (Q907105): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s10463-009-0257-x / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2171985913 / rank | |||
Normal rank | |||
Revision as of 20:20, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process |
scientific article |
Statements
Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process (English)
0 references
1 February 2016
0 references
serial copula
0 references
test of serial independence
0 references
empirical process
0 references
Möbius decomposition
0 references
Cramér-von Mises statistic
0 references
bootstrap
0 references
permutation
0 references
