A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing (Q265279): Difference between revisions

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lag window estimator
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multiplier central limit theorem
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serial dependence
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Latest revision as of 09:30, 30 July 2024

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A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing
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    A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing (English)
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    1 April 2016
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    lag window estimator
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    multiplier central limit theorem
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    multivariate observations
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    partial-sum process
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    ranks
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    serial dependence
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