On the large-sample behavior of two estimators of the conditional copula under serially dependent data
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Publication:2338093
DOI10.1007/s00184-019-00711-yzbMath1432.62171OpenAlexW2920529023MaRDI QIDQ2338093
Taoufik Bouezmarni, Jean-François Quessy, Felix Camirand Lemyre
Publication date: 20 November 2019
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-019-00711-y
Density estimation (62G07) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Related Items (2)
Inference on local causality and tests of non-causality in time series ⋮ On the large-sample behavior of two estimators of the conditional copula under serially dependent data
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