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Article Dans Une Revue Mathematical Methods of Statistics Année : 2014

Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points

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hal-01764259 , version 1 (11-04-2018)

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Salim Bouzebda. Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points. Mathematical Methods of Statistics, 2014, 23 (1), pp.38 - 65. ⟨10.3103/S1066530714010037⟩. ⟨hal-01764259⟩
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