Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique

Author:

Bücher Axel,Ruppert Martin

Funder

German Research Foundation (DFG)

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference51 articles.

1. Estimating multiple breaks one at a time;Bai;Econom. Theory,1997

2. Nonparametric Methods in Change Point Problems;Brodsky,1993

3. A. Bücher, Statistical inference for copulas and extremes, Ph.D. Thesis, Ruhr-Universität Bochum, 2011.

4. A note on bootstrap approximations for the empirical copula process;Bücher;Statist. Probab. Lett.,2010

5. A test for archimedeanity in bivariate copula models;Bücher;J. Multivariate Anal.,2012

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