Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series (Q2423187): Difference between revisions
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English | Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series |
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Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series (English)
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21 June 2019
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copula
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gradual-change model
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sequential empirical process
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serial multiplier bootstrap
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