A structural break test for extremal dependence in β-mixing random vectors (Q4561016)
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scientific article; zbMATH DE number 6991023
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A structural break test for extremal dependence in β-mixing random vectors |
scientific article; zbMATH DE number 6991023 |
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A structural break test for extremal dependence in β-mixing random vectors (English)
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10 December 2018
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\(\beta\)-mixing
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extremal dependence
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self-normalization
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structural break test
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