A semiparametric maximum likelihood ratio test for the change point in copula models
Work
Year: 2013
Type: article
Source: Statistical Methodology
Authors Salim Bouzebda, Amor Keziou
Cites: 60
Cited by: 16
Related to: 10
FWCI: 1.646
Citation percentile (by year/subfield): 87.89
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: closed