Change point detection in SCOMDY models (Q1621241): Difference between revisions

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Revision as of 04:07, 5 March 2024

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Change point detection in SCOMDY models
scientific article

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    Change point detection in SCOMDY models (English)
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    8 November 2018
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    semiparametric copula
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    change point test
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    CUSUM test
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    pseudo maximum likelihood estimator
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