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pro vyhledávání: '"E. Brodsky, Boris"'
Autor:
E. Brodsky, Boris a, S. Darkhovsky, Boris a, Ya. Kaplan, Alexander b, *, L. Shishkin, Sergei b
Publikováno v:
In Computer Methods and Programs in Biomedicine 1999 60(2):93-106
Publikováno v:
SSRN Electronic Journal.
This paper aims at presenting the research results of revealing a structural shift in copula-models of multivariate time-series. A nonparametric method of structural shift identification and estimation is used. The asymptotical characteristics (the p
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ae28ee3f74cef1931831379b20b56281
https://doi.org/10.2139/ssrn.2126536
https://doi.org/10.2139/ssrn.2126536