Change point detection in SCOMDY models (Q1621241)
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scientific article; zbMATH DE number 6975342
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| default for all languages | No label defined |
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| English | Change point detection in SCOMDY models |
scientific article; zbMATH DE number 6975342 |
Statements
Change point detection in SCOMDY models (English)
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8 November 2018
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semiparametric copula
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change point test
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CUSUM test
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pseudo maximum likelihood estimator
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0.8860552906990051
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0.8128714561462402
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0.8010951280593872
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0.7936854958534241
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