Skip to Main content Skip to Navigation
Conference papers

Two nonparametric tests of copula constancy in multivariate time series

Ivan Kojadinovic 1 A.  Bücher J-F.  Quessy Segers Rohmer 1
1 LMAP - Laboratoire de Mathématiques et de leurs Applications [Pau]
Document type :
Conference papers
Complete list of metadata
https://hal-univ-pau.archives-ouvertes.fr/hal-02158621
Contributor : Responsable Hal Lma-Pau Connect in order to contact the contributor
Submitted on : Tuesday, June 18, 2019 - 11:11:00 AM
Last modification on : Wednesday, February 3, 2021 - 3:25:38 AM

Identifiers

  • HAL Id : hal-02158621, version 1

Collections

UNIV-PAU | LMA-PAU | INSMI | CNRS

Citation

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⟩

Export

BibTeX TEI DC DCterms EndNote

Share

Metrics

Les métriques sont temporairement indisponibles