Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process (Q907105): Difference between revisions
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Revision as of 21:49, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process |
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Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process (English)
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1 February 2016
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serial copula
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test of serial independence
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empirical process
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Möbius decomposition
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Cramér-von Mises statistic
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bootstrap
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permutation
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