Pages that link to "Item:Q1756184"
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The following pages link to A semiparametric maximum likelihood ratio test for the change point in copula models (Q1756184):
Displaying 10 items.
- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (Q461823) (← links)
- Change point detection in SCOMDY models (Q1621241) (← links)
- Copula parameter change test for nonlinear AR models with nonlinear GARCH errors (Q1731361) (← links)
- Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points (Q1996305) (← links)
- Asymptotic properties of semiparametric \(M\)-estimators with multiple change points (Q2111653) (← links)
- Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests (Q2261924) (← links)
- Multivariate Kendall's tau for change-point detection in copulas (Q2852553) (← links)
- Semiparametric method for identifying multiple change-points in financial market (Q5086296) (← links)
- Central limit theorems for functional <i>Z</i> -estimators with functional nuisance parameters (Q6541100) (← links)
- Empirical likelihood based confidence regions for functional of copulas (Q6669479) (← links)
