Detecting changes in cross-sectional dependence in multivariate time series (Q123369): Difference between revisions

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+Weak convergence of the sequential empirical processes of residuals in ARMA models
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+A note on nonparametric estimation of bivariate tail dependence
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+A note on bootstrap approximations for the empirical copula process
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+Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique
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+Extreme value copula estimation based on block maxima of a multivariate stationary time series
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+Empirical and sequential empirical copula processes under serial dependence
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+Q4348180
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+Goodness-of-fit tests for copulas: A review and a power study
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+On the covariance of the asymptotic empirical copula process
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+Rates of convergence for U-statistic processes and their bootstrapped versions
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+Nonparametric tests for change-point detection à la Gombay and Horváth
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+TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES
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+Large-sample tests of extreme-value dependence for multivariate copulas
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+Fast large-sample goodness-of-fit tests for copulas
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+Construction of asymmetric multivariate copulas
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+Tapered block bootstrap
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+Multivariate Kendall's tau for change-point detection in copulas
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+Testing for equality between two copulas
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+Normal rank
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+A more general central limit theorem for \(m\)-dependent random variables with unbounded \(m\)
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+A kolmogorov-smirnov type test for positive quadrant dependence
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+Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
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+Q3281461
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+A fluctuation test for constant Spearman's rho with nuisance-free limit distribution
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