A copula approach for dependence modeling in multivariate nonparametric time series (Q2418510)

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A copula approach for dependence modeling in multivariate nonparametric time series
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    A copula approach for dependence modeling in multivariate nonparametric time series (English)
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    27 May 2019
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    asymptotic representation
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    CHARN model
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    empirical copula process
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    goodness-of-fit testing
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    nonparametric AR-ARCH model
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    nonparametric SCOMDY model
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    weak convergence
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