Pages that link to "Item:Q1739863"
From MaRDI portal
The following pages link to Testing for structural breaks in factor copula models (Q1739863):
Displaying 8 items.
- A monitoring procedure for detecting structural breaks in factor copula models (Q2700563) (← links)
- Testing and dating structural changes in copula-based dependence measures (Q5073383) (← links)
- Estimation and inference in factor copula models with exogenous covariates (Q6108312) (← links)
- ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH (Q6156585) (← links)
- Characterizing correlation matrices that admit a clustered factor representation (Q6198259) (← links)
- Testing for strict stationarity via the discrete Fourier transform (Q6536814) (← links)
- Dynamic Semiparametric Factor Model With Structural Breaks (Q6617795) (← links)
- Consistent Estimation of Multiple Breakpoints in Dependence Measures (Q6626238) (← links)
