Change point detection in SCOMDY models (Q1621241)
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scientific article; zbMATH DE number 6975342
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Change point detection in SCOMDY models |
scientific article; zbMATH DE number 6975342 |
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Change point detection in SCOMDY models (English)
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8 November 2018
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semiparametric copula
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change point test
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CUSUM test
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pseudo maximum likelihood estimator
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