Pages that link to "Item:Q1739863"
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The following pages link to Testing for structural breaks in factor copula models (Q1739863):
Displaying 5 items.
- A monitoring procedure for detecting structural breaks in factor copula models (Q2700563) (← links)
- Testing and dating structural changes in copula-based dependence measures (Q5073383) (← links)
- Estimation and inference in factor copula models with exogenous covariates (Q6108312) (← links)
- ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH (Q6156585) (← links)
- Characterizing correlation matrices that admit a clustered factor representation (Q6198259) (← links)
