Pages that link to "Item:Q265279"

The following pages link to A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing (Q265279):

Displaying 25 items.

• Stationary vine copula models for multivariate time series (Q111321) (← links)
• Copula-based dynamic models for multivariate time series (Q123371) (← links)
• Testing the constancy of Spearman's rho in multivariate time series (Q314566) (← links)
• Detecting deviations from second-order stationarity in locally stationary functional time series (Q778883) (← links)
• Nonparametric inference of gradual changes in the jump behaviour of time-continuous processes (Q1615907) (← links)
• Testing for structural breaks in factor copula models (Q1739863) (← links)
• New measure of the bivariate asymmetry (Q2023847) (← links)
• Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions (Q2044321) (← links)
• Statistical inference for the slope parameter in functional linear regression (Q2106789) (← links)
• Detecting relevant differences in the covariance operators of functional time series: a sup-norm approach (Q2121444) (← links)
• Testing equality of a large number of densities under mixing conditions (Q2177717) (← links)
• Functional data analysis in the Banach space of continuous functions (Q2196214) (← links)
• Multivariate radial symmetry of copula functions: finite sample comparison in the i.i.d case (Q2236378) (← links)
• Subsampling (weighted smooth) empirical copula processes (Q2274974) (← links)
• A note on conditional versus joint unconditional weak convergence in bootstrap consistency results (Q2312766) (← links)
• On detecting changes in the jumps of arbitrary size of a time-continuous stochastic process (Q2326069) (← links)
• On the large-sample behavior of two estimators of the conditional copula under serially dependent data (Q2338093) (← links)
• Detecting breaks in the dependence of multivariate extreme-value distributions (Q2363660) (← links)
• Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series (Q2423187) (← links)
• A general approach to the joint asymptotic analysis of statistics from sub-samples (Q2447093) (← links)
• Quantifying deviations from separability in space-time functional processes (Q2676946) (← links)
• GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS (Q2986521) (← links)
• Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series (Q3120663) (← links)
• Block Bootstrap for the Empirical Process of Long‐Range Dependent Data (Q4604005) (← links)
• A class of smooth, possibly data-adaptive nonparametric copula estimators containing the empirical beta copula (Q6200944) (← links)