Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (Q461823)
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scientific article; zbMATH DE number 6355495
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| English | Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points |
scientific article; zbMATH DE number 6355495 |
Statements
Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (English)
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15 October 2014
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dependence function
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multivariate rank statistics
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semiparametric inference
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multiple change-points
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Brownian bridge
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pseudo observations
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multiplier central limit theorem
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exchangeable bootstrap
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0.8734877109527588
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0.8330929279327393
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0.8224648833274841
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0.8104614615440369
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0.7972580194473267
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