Detecting departures from meta-ellipticity for multivariate stationary time series (Q2236384)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detecting departures from meta-ellipticity for multivariate stationary time series |
scientific article |
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Detecting departures from meta-ellipticity for multivariate stationary time series (English)
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22 October 2021
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elliptical copula
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empirical process
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financial log returns
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goodness-of-fit test
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subsampling bootstrap
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