Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series (vol 58, pg 472, 2019)

Quessy Jean-Francois

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Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series (vol 58, pg 472, 2019)

机译：一致的非参数测试，用于检测边缘的逐渐变化和多变量时间序列的逐渐变化（Vol 58，PG 472,2019）

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《Statistical papers》 |2019年第5期|共1页
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Quessy Jean-Francois;
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中图分类统计学;
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1. Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series (vol 58, pg 472, 2019) [J] . Quessy Jean-Francois Statistical papers . 2019,第5期

机译：一致的非参数测试，用于检测边缘的逐渐变化和多变量时间序列的逐渐变化（Vol 58，PG 472,2019）
2. Goodness-of-Fit Tests for Copulas of Multivariate Time Series [J] . Bruno Rémillard Econometrics . 2017,第1期

机译：多元时间序列Copulas的拟合优度检验
3. A copula approach for dependence modeling in multivariate nonparametric time series [J] . Neumeyer Natalie, Omelka Marek, Hudecova Sarka Journal of Multivariate Analysis: An International Journal . 2019,第期

机译：多变量非参数时间序列依赖性建模的谱系方法
4. Optimal transport vs. Fisher-Rao distance between copulas for clustering multivariate time series [C] . G. Marti, S. Andler, F. Nielsen, IEEE Statistical Signal Processing Workshop . 2016

机译：聚类多元时间序列的copula之间的最优输运vs. Fisher-Rao距离
5. Marginal nonparametric inference for waiting times in multistage models: Hypothesis testing and regression [D] . Lorenz, Douglas J. 2011

机译：多阶段模型中等待时间的边际非参数推断：假设检验和回归
6. Testing for changes in autocovariances of nonparametric time series models [O] . Xiaoye Li, Zhibiao Zhao -1

机译：对非参数时间序列模型的自动统计文件变化的测试
7. Goodness-of-Fit Tests for Copulas of Multivariate Time Series [O] . Bruno Rémillard 2017

机译：多变量时间序列Copula的拟合优度检验
8. Detecting relationships between the interannual variability in climate records and ecological time series using a multivariate statistical approach - four case studies for the North Sea region [R] . Heyen, H. 1998

机译：利用多元统计方法检测气候记录的年际变率与生态时间序列之间的关系 - 北海地区的四个案例研究

Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series (vol 58, pg 472, 2019)

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