A structural break test for extremal dependence in β-mixing random vectors (Q4561016)

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scientific article; zbMATH DE number 6991023
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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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