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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]
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https://hal-univ-pau.archives-ouvertes.fr/hal-02158621
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Submitted on : Tuesday, June 18, 2019 - 11:11:00 AM
Last modification on : Thursday, March 5, 2020 - 7:21:54 PM

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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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