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Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique
Bücher, Axel, Ruppert, MartinVolume:
116
Language:
english
Journal:
Journal of Multivariate Analysis
DOI:
10.1016/j.jmva.2012.12.002
Date:
April, 2013
File:
PDF, 530 KB
english, 2013