Change point detection in network models: Preferential attachment and long range dependence
نویسندگان
چکیده
منابع مشابه
Long Range Dependence in Copula Models
Modeling short and long time dependence in univariate time series may be successfully accomplished through existing time series processes. In the multivariate setting just a few complex models exist to take care of the di®erent marginal dynamics as well as of the dynamic covariance matrix. The copula approach factors the joint distribution into the marginals and a dependence function, its copul...
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ژورنال
عنوان ژورنال: The Annals of Applied Probability
سال: 2018
ISSN: 1050-5164
DOI: 10.1214/17-aap1297