Monitoring test for stability of copula parameter in time series
type: Item
instance of: scholarly article
title: Monitoring test for stability of copula parameter in time series
zbMATH Open document ID: 1304.62115
author: Okyoung Na
author: Sangyeol Lee
author: Jiyeon Lee
published in: Journal of the Korean Statistical Society
publication date: 2015-01-26T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62L10
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 6390567
zbMATH Keywords: monitoring for stability
zbMATH Keywords: sequential test
zbMATH Keywords: copula parameter change
zbMATH Keywords: cumulative sum of scores
zbMATH Keywords: pseudo-maximum likelihood estimator
zbMATH Keywords: strong mixing process
MaRDI profile type: Publication
full work available at URL: j.jkss.2014.08.002
OpenAlex ID: W2071565896
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DOI: 10.1016/J.JKSS.2014.08.002
description: scientific article; zbMATH DE number 6390567