Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series (Q2423187)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series |
scientific article |
Statements
Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series (English)
0 references
21 June 2019
0 references
copula
0 references
gradual-change model
0 references
sequential empirical process
0 references
serial multiplier bootstrap
0 references
0 references
0 references
0 references
