Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process
| Year of publication: |
2011
|
|---|---|
| Authors: | Kojadinovic, Ivan ; Yan, Jun |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 63.2011, 2, p. 347-373
|
| Publisher: |
Springer |
| Subject: | Serial copula | Test of serial independence | Empirical process | Möbius decomposition | Cramér–von Mises statistic | Bootstrap | Permutation |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008925554