Tests of serial independence for continuous multivariate time series based on a Mobius decomposition of the independence empirical copula process

Journal name: Annals of the Institute of Statistical Mathematics / edited by the Institute of Statistical Mathematics 63(2) 2011.4

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Material Type: 記事
Title: Tests of serial independence for continuous multivariate time series based on a Mobius decomposition of the independence empirical copula process
Author/Editor: Ivan Kojadinovic
Jun Yan
Author Heading: Ivan Kojadinovic
Jun Yan
Periodical title: Annals of the Institute of Statistical Mathematics / edited by the Institute of Statistical Mathematics
No. or year of volume/issue: 63(2) 2011.4
Volume: 63
Issue: 2
Pages: 347～373
Publication date of volume/issue (W3CDTF): 2011-04
ISSN (Periodical Title): 0020-3157
ISSN-L (Periodical Title): 0020-3157
Publication (Periodical Title): Tokyo : Institute of Statistical Mathematics
Place of Publication (Country Code): JP
Text Language Code: eng
Subject Heading: Serial copula
Test of serial independence
Empirical process
Mobius decomposition
Cramer-von Mises statistic
Bootstrap
Permutation
NDLC: ZM31
Target Audience: 一般
Holding library: 国立国会図書館
Call No.: Z51-A48
Data Provider (Database): 国立国会図書館 : 国立国会図書館雑誌記事索引
https://ndlsearch.ndl.go.jp
Bibliographic ID (NDL): 11043626
http://id.ndl.go.jp/bib/11043626
Bibliographic Record Category (NDL): 632