Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points

Author:

Bouzebda S.

Publisher

Allerton Press

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference88 articles.

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2. A. Aue and L. Horv’ath, “Structural Breaks in Time Series”, J. Time Ser. Anal. 34(1), 1–16 (2012).

3. P. Barbe and P. Bertail, The Weighted Bootstrap, in Lecture Notes in Statist. (Springer, New York, 1995), Vol. 98.

4. M. Basseville and I. V. Nikiforov, Detection of Abrupt Changes: Theory and Application, in Prentice Hall Information and System Sciences Series (Prentice Hall, Englewood Cliffs, NJ, 1993).

5. P. Billingsley, Convergence of ProbabilityMeasures (Wiley, New York, 1968).

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