Zobrazeno 1 - 10
of 32
pro vyhledávání: '"Stark, Florian"'
Autor:
Stark, Florian, Otto, Sven
This paper is concerned with testing and dating structural breaks in the dependence structure of multivariate time series. We consider a cumulative sum (CUSUM) type test for constant copula-based dependence measures, such as Spearman's rank correlati
Externí odkaz:
http://arxiv.org/abs/2011.05036
Autor:
Stark, Florian
The dearth of archaeomagnetic intensity data from the southern hemisphere is a limiting factor in evaluating models of global geomagnetic field evolution during the Holocene. High quality microwave archaeointensity data were obtained from 106 individ
Externí odkaz:
http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.559407
Publikováno v:
In Journal of Econometrics February 2019 208(2):324-345
Autor:
Stark, Florian1 (AUTHOR) fstark3@uni-koeln.de, Otto, Sven2 (AUTHOR)
Publikováno v:
Journal of Applied Statistics. Apr2022, Vol. 49 Issue 5, p1121-1139. 19p. 9 Charts, 6 Graphs.
Autor:
Manner, Hans1 (AUTHOR) hans.manner@uni-graz.at, Stark, Florian2 (AUTHOR) florian.stark2@fom-net.de, Wied, Dominik2 (AUTHOR) dwied@uni-koeln.de
Publikováno v:
Studies in Nonlinear Dynamics & Econometrics. 2021, Vol. 25 Issue 4, p171-192. 22p.
Autor:
Kutzker, Tim1 (AUTHOR), Stark, Florian1 (AUTHOR) fstark3@uni-koeln.de, Wied, Dominik1 (AUTHOR)
Publikováno v:
Empirical Economics. Apr2021, Vol. 60 Issue 4, p1875-1894. 20p. 16 Charts, 1 Graph.
Autor:
Stark, Florian
We propose new fluctuation tests for detecting structural breaks in factor copula models and analyse the behavior under the null hypothesis of no parameter change. In the model, the joint copula is given by the copula of random variables which arise
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______199::aa52414aaf779a9c825cd9a3b8d87bab
https://kups.ub.uni-koeln.de/9500/
https://kups.ub.uni-koeln.de/9500/
Autor:
Calvo-Rathert, Manuel a, ⁎, Carrancho, Ángel a, Stark, Florian b, Villalaín, Juan José a, Hill, Mimi b
Publikováno v:
In Quaternary Research March 2012 77(2):326-330