Pages that link to "Item:Q2986521"
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The following pages link to GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS (Q2986521):
Displaying 17 items.
- Goodness-of-fit test for specification of semiparametric copula dependence models (Q127469) (← links)
- Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique (Q391536) (← links)
- A review of copula models for economic time series (Q443763) (← links)
- Copula-based semiparametric models for multivariate time series (Q443770) (← links)
- Some copula inference procedures adapted to the presence of ties (Q1654249) (← links)
- Model assessment for time series dynamics using copula spectral densities: a graphical tool (Q2001092) (← links)
- Goodness-of-fit test of copula functions for semi-parametric univariate time series models (Q2065302) (← links)
- Goodness-of-fit testing for time series models via distance covariance (Q2116320) (← links)
- Goodness-of-fit tests in conditional duration models (Q2175644) (← links)
- Method of moments estimators for the extremal index of a stationary time series (Q2199704) (← links)
- Detecting departures from meta-ellipticity for multivariate stationary time series (Q2236384) (← links)
- A note on conditional versus joint unconditional weak convergence in bootstrap consistency results (Q2312766) (← links)
- Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines (Q2688192) (← links)
- Goodness-of-fit tests for semiparametric models with multiple event-time data (Q2746494) (← links)
- Score test for varying copula parameter in bivariate financial time series (Q2888200) (← links)
- Dynamic Copula-Based Markov Time Series (Q3526093) (← links)
- Statistics for heteroscedastic time series extremes (Q6178550) (← links)
