Empirical and sequential empirical copula processes under serial dependence (Q391662): Difference between revisions

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+A note on bootstrap approximations for the empirical copula process
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+Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique
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+Empirical processes of multidimensional systems with multiple mixing properties
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+An empirical central limit theorem with applications to copulas under weak dependence
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+Invariance principles for absolutely regular empirical processes
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+Weak convergence of empirical copula processes
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+Q3777247
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+Tests of symmetry for bivariate copulas
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+Tests of independence and randomness based on the empirical copula process
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+Introduction to empirical processes and semiparametric inference
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+The empirical process for bivariate sequences with long memory
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+An introduction to copulas.
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+Almost sure approximation theorems for the multivariate empirical process
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+Convergence of stochastic processes
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+Copula-based semiparametric models for multivariate time series
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+Testing for equality between two copulas
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+Asymptotic theory of weakly dependent stochastic processes
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+Asymptotic distributions of multivariate rank order statistics
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+Multivariate extensions of Spearman's rho and related statistics
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+Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
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+Q3281461
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+Semiparametric estimation in copula models
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+Weak convergence and empirical processes. With applications to statistics
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+Empirical processes indexed by estimated functions
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