Empirical and sequential empirical copula processes under serial dependence
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Publication:391662
DOI10.1016/j.jmva.2013.04.003zbMath1277.62223arXiv1111.2778OpenAlexW2013558307MaRDI QIDQ391662
Axel Bücher, Stanislav Volgushev
Publication date: 10 January 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1111.2778
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Inference from stochastic processes (62M99)
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