Copula estimation through wavelets
DOI10.1214/19-BJPS449OpenAlexW3044501532WikidataQ122112941 ScholiaQ122112941MaRDI QIDQ783265FDOQ783265
Authors: Francyelle L. Medina, Clélia M. C. Toloi, Pedro A. Morettin 
Publication date: 12 August 2020
Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bjps/1595232021
Recommendations
Density estimation (62G07) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Estimation in multivariate analysis (62H12) Central limit and other weak theorems (60F05)
Cites Work
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- Estimating copula densities through wavelets
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- A review of copula models for economic time series
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- Wavelets, approximation, and statistical applications
- On the subspaces of \(L^p\) \((p > 2)\) spanned by sequences of independent random variables
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- A Glivenko-Cantelli lemma and weak convergence for empirical processes of associated sequences
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- Thresholding methods to estimate copula density
- Empirical estimation of tail dependence using copulas: application to Asian markets
Cited In (7)
- Wavelet estimation of copulas for time series
- On Wigner–Ville Spectra and the Uniqueness of Time‐Varying Copula‐Based Spectral Densities
- Wavelet block thresholding for copula density estimation under biased sampling
- On a wavelet-based method for estimating the copula function
- Wavelet estimation of copula function based on censored data
- Estimating copula densities through wavelets
- Copula Density Estimation Using Multiwavelets Based on the Multiresolution Analysis
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