The integrated copula spectrum
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Publication:6385570
DOI10.1214/22-AOS2240arXiv2112.07077MaRDI QIDQ6385570
Stanislav Volgushev, Marc Hallin, Yuichi Goto, Ria Van Hecke, Tobias Kley, Dette, Holger
Publication date: 13 December 2021
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Inference from stochastic processes and spectral analysis (62M15)
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