Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process
Year of publication: |
2011
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Authors: | Kojadinovic, Ivan ; Yan, Jun |
Published in: |
Annals of the Institute of Statistical Mathematics : AISM. - Tōkyō [u.a.], Berlin, Heidelberg : Springer, ISSN 0020-3157, ZDB-ID 3903138. - Vol. 63.2011, 2, p. 347-374
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