Change-point problems for multivariate time series using pseudo-observations
DOI10.1016/j.jmva.2021.104857zbMath1480.62087OpenAlexW3211311361WikidataQ115162991 ScholiaQ115162991MaRDI QIDQ2057844
Bouchra R. Nasri, Bruno Rémillard, Tarik Bahraoui
Publication date: 7 December 2021
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2021.104857
copulabootstrapmultiplierspseudo-observationschange-pointsequential empirical processgeneralized error models
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Hypothesis testing in multivariate analysis (62H15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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