Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique (Q391536)
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scientific article; zbMATH DE number 6244296
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| English | Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique |
scientific article; zbMATH DE number 6244296 |
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Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique (English)
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10 January 2014
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change point test
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empirical copula process
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nonparametric estimation
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time series
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strong mixing
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multiplier central limit theorem
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0.8072544932365417
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0.8053048849105835
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0.7793303728103638
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0.776748538017273
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0.7746158242225647
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