Author:
Kojadinovic Ivan,Quessy Jean-François,Rohmer Tom
Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Reference34 articles.
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3. Bücher, A., Ruppert, M. (2013). Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique. Journal of Multivariate Analysis, 116, 208–229.
4. Bücher, A., Segers, J. (2014). Extreme value copula estimation based on block maxima of a multivariate stationary time series. Extremes, 17(3), 495–528.
5. Bücher, A., Kojadinovic, I., Rohmer, T., Segers, J. (2014). Detecting changes in cross-sectional dependence in multivariate time series. Journal of Multivariate Analysis, 132, 111–128.
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