Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series
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Publication:2423187
DOI10.1007/s00362-016-0846-8zbMath1419.62244OpenAlexW2553008124MaRDI QIDQ2423187
Publication date: 21 June 2019
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-016-0846-8
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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Cites Work
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