Monitoring test for stability of copula parameter in time series (Q488592)
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scientific article; zbMATH DE number 6390567
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| English | Monitoring test for stability of copula parameter in time series |
scientific article; zbMATH DE number 6390567 |
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Monitoring test for stability of copula parameter in time series (English)
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26 January 2015
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monitoring for stability
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sequential test
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copula parameter change
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cumulative sum of scores
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pseudo-maximum likelihood estimator
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strong mixing process
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