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

4 citations · 4 across the 1 of their papers we have counts for

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math.ST2012★ 4 cited

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

Axel Bücher, Martin Ruppert

Considering multivariate strongly mixing time series, nonparametric tests for a constant copula with specified or unspecified change point (candidate) are derived; the tests are co…