Detecting changes in cross-sectional dependence in multivariate time series (Q123369): Difference between revisions
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Revision as of 04:29, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detecting changes in cross-sectional dependence in multivariate time series |
scientific article |
Statements
132
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111-128
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November 2014
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8 October 2014
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Detecting changes in cross-sectional dependence in multivariate time series (English)
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change-point detection
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empirical copula
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multiplier central limit theorem
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partial-sum process
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ranks
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strong mixing
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