Pages that link to "Item:Q2986521"
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The following pages link to GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS (Q2986521):
Displaying 6 items.
- Some copula inference procedures adapted to the presence of ties (Q1654249) (← links)
- Method of moments estimators for the extremal index of a stationary time series (Q2199704) (← links)
- Detecting departures from meta-ellipticity for multivariate stationary time series (Q2236384) (← links)
- A note on conditional versus joint unconditional weak convergence in bootstrap consistency results (Q2312766) (← links)
- Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines (Q2688192) (← links)
- Statistics for heteroscedastic time series extremes (Q6178550) (← links)
