Detecting changes in cross-sectional dependence in multivariate time series (Q123369): Difference between revisions
From MaRDI portal
Normalize DOI. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/J.JMVA.2014.07.012 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.JMVA.2014.07.012 / rank | |||
Normal rank | |||
Latest revision as of 22:36, 27 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detecting changes in cross-sectional dependence in multivariate time series |
scientific article |
Statements
132
0 references
111-128
0 references
November 2014
0 references
8 October 2014
0 references
Detecting changes in cross-sectional dependence in multivariate time series (English)
0 references
change-point detection
0 references
empirical copula
0 references
multiplier central limit theorem
0 references
partial-sum process
0 references
ranks
0 references
strong mixing
0 references
0 references
0 references
0 references
