Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series

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Read about "Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series" by Jean-François Quessy in the latest issue of Statistical Papers: https://t.co/KZ9rTU6ILY https://t.co/g32arC3gg4

16 May 2019

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