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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Latest revision as of 15:14, 19 July 2024

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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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