Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process
type: Item
instance of: scholarly article
title: Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process
zbMATH Open document ID: 1432.62283
author: Ivan Kojadinovic
author: Jun Yan
published in: Annals of the Institute of Statistical Mathematics
publication date: 2016-02-01T00:00:00Z
Mathematics Subject Classification ID: 62M07
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62G30
Mathematics Subject Classification ID: 62H20
zbMATH DE Number: 6538020
zbMATH Keywords: serial copula
zbMATH Keywords: test of serial independence
zbMATH Keywords: empirical process
zbMATH Keywords: Möbius decomposition
zbMATH Keywords: Cramér-von Mises statistic
zbMATH Keywords: bootstrap
zbMATH Keywords: permutation
describes a project that uses: copula
describes a project that uses: IndependenceTests
MaRDI profile type: Publication
full work available at URL: s10463-009-0257-x
OpenAlex ID: W2171985913
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DOI: 10.1007/S10463-009-0257-X
description: scientific article; zbMATH DE number 6538020