Change point detection in SCOMDY models
type: Item
instance of: scholarly article
title: Change point detection in SCOMDY models
zbMATH Open document ID: 1443.62232
author: Okyoung Na
author: Sangyeol Lee
author: Jiyeon Lee
published in: AStA. Advances in Statistical Analysis
publication date: 2018-11-08T00:00:00Z
Mathematics Subject Classification ID: 62M07
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 62H15
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 6975342
zbMATH Keywords: semiparametric copula
zbMATH Keywords: change point test
zbMATH Keywords: CUSUM test
zbMATH Keywords: pseudo maximum likelihood estimator
MaRDI profile type: Publication
full work available at URL: s10182-012-0200-y
OpenAlex ID: W1988930584
cites work: Q3600720
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cites work: Q4382161
cites work: The Cusum Test for Parameter Change in Time Series Models
cites work: The Cusum Test for Parameter Change in Regression Models with ARCH Errors
cites work: Change point detection in copula ARMA–GARCH Models
cites work: An introduction to copulas.
cites work: Asymptotic Normality of Nonparametric Tests for Independence
DOI: 10.1007/S10182-012-0200-Y
description: scientific article; zbMATH DE number 6975342