Pages that link to "Item:Q2423187"

The following pages link to Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series (Q2423187):

Displaying 9 items.

• Some results on change-point detection in cross-sectional dependence of multivariate data with changes in marginal distributions (Q151787) (← links)
• Testing for changes in multivariate dependent observations with an application to temperature changes (Q1283849) (← links)
• Change-point problems for multivariate time series using pseudo-observations (Q2057844) (← links)
• Goodness-of-fit test of copula functions for semi-parametric univariate time series models (Q2065302) (← links)
• Estimating a gradual parameter change in an AR(1)-process (Q2167322) (← links)
• Non-parametric estimation of copula parameters: testing for time-varying correlation (Q2687861) (← links)
• Gradual change-point analysis based on Spearman matrices for multivariate time series (Q6496582) (← links)
• Kendall's tau-based inference for gradually changing dependence structures (Q6579412) (← links)
• Copulae: an overview and recent developments (Q6602358) (← links)