A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing (Q265279): Difference between revisions
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lag window estimator | |||
| Property / zbMATH Keywords: lag window estimator / rank | |||
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multiplier central limit theorem | |||
| Property / zbMATH Keywords: multiplier central limit theorem / rank | |||
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multivariate observations | |||
| Property / zbMATH Keywords: multivariate observations / rank | |||
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partial-sum process | |||
| Property / zbMATH Keywords: partial-sum process / rank | |||
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ranks | |||
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serial dependence | |||
| Property / zbMATH Keywords: serial dependence / rank | |||
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Revision as of 14:19, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing |
scientific article |
Statements
A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing (English)
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1 April 2016
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lag window estimator
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multiplier central limit theorem
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multivariate observations
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partial-sum process
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ranks
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serial dependence
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