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

Journal of Multivariate Analysis

Volumn 116, Issue , 2013, Pages 208-229

  Bücher, Axel ^a   Ruppert, Martin ^b  

^a RUHR UNIVERSITY BOCHUM   (Germany)

^b UNIVERSITY OF COLOGNE   (Germany)

Author keywords

Change point test; Copula; Empirical copula process; Multiplier central limit theorem; Nonparametric estimation; Strong mixing; Time series

Indexed keywords

EID: 84872370401     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2012.12.002     Document Type: Article

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