Pages that link to "Item:Q461823"
From MaRDI portal
The following pages link to Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (Q461823):
Displaying 15 items.
- Some applications of the strong approximation of the integrated empirical copula processes (Q523726) (← links)
- Change point detection in SCOMDY models (Q1621241) (← links)
- A semiparametric maximum likelihood ratio test for the change point in copula models (Q1756184) (← links)
- Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points (Q1996305) (← links)
- Change-point problems for multivariate time series using pseudo-observations (Q2057844) (← 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)
- Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests (Q2273023) (← links)
- Additive regression model for stationary and ergodic continuous time processes (Q2979007) (← links)
- Some asymptotic results for the integrated empirical process with applications to statistical tests (Q4976216) (← links)
- Semiparametric method for identifying multiple change-points in financial market (Q5086296) (← links)
- Some Nonparametric Tests for Change-Point Detection Based on the ℙ-ℙ and ℚ-ℚ Plot Processes (Q5495766) (← links)
- Central limit theorems for functional <i>Z</i> -estimators with functional nuisance parameters (Q6541100) (← links)
- Limit theorems for a class of processes generalizing the <i>U</i> -empirical process (Q6550289) (← links)
- Empirical likelihood based confidence regions for functional of copulas (Q6669479) (← links)
