Copula estimation through wavelets (Q783265)

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Copula estimation through wavelets
scientific article

    Statements

    title
    Copula estimation through wavelets (English)
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    publication date
    12 August 2020
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    zbMATH Keywords
    copula
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    nonparametric estimation
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    wavelets
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    \(\alpha\)-mixing processes
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    describes a project that uses
    MICRONDE
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    Matlab
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    Wavelet Toolbox
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    Identifiers

    DOI
    10.1214/19-BJPS449
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    Mathematics Subject Classification ID
    42C40
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    62G07
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    62H12
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    60F05
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    zbMATH DE Number
    7232907
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    Wikidata QID
    Q122112941
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    OpenAlex ID
    W3044501532
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