Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process (Q907105)
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scientific article; zbMATH DE number 6538020
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| English | Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process |
scientific article; zbMATH DE number 6538020 |
Statements
Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process (English)
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1 February 2016
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serial copula
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test of serial independence
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empirical process
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Möbius decomposition
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Cramér-von Mises statistic
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bootstrap
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permutation
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0.860454797744751
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0.859586238861084
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0.8415881991386414
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0.8253082036972046
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0.8231050968170166
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