Change point detection in SCOMDY models (Q1621241)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 6975342
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Change point detection in SCOMDY models |
scientific article; zbMATH DE number 6975342 |
Statements
Change point detection in SCOMDY models (English)
0 references
8 November 2018
0 references
semiparametric copula
0 references
change point test
0 references
CUSUM test
0 references
pseudo maximum likelihood estimator
0 references
0 references
0 references
0.8860552906990051
0 references
0.8128714561462402
0 references
0.8010951280593872
0 references
0.7936854958534241
0 references
