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Conference Papers Year : 2014

Two nonparametric tests of copula constancy in multivariate time series

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hal-02158621 , version 1 (18-06-2019)

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  • HAL Id : hal-02158621 , version 1

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Ivan Kojadinovic, A.  Bücher, J-F.  Quessy, Segers Rohmer. Two nonparametric tests of copula constancy in multivariate time series. ERCIM, December 6-8, 2014, Pisa, Italy, 2014, Pisa, Italy. ⟨hal-02158621⟩
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