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- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- scientific article; zbMATH DE number 1313655 (Why is no real title available?)
- scientific article; zbMATH DE number 802864 (Why is no real title available?)
- scientific article; zbMATH DE number 2209495 (Why is no real title available?)
- A Glivenko-Cantelli lemma and weak convergence for empirical processes of associated sequences
- A review of copula models for economic time series
- Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
- Convergence of Distributions Generated by Stationary Stochastic Processes
- Covariance inequalities for strongly mixing processes
- Empirical estimation of tail dependence using copulas: application to Asian markets
- Estimating copula densities through wavelets
- On the subspaces of \(L^p\) \((p > 2)\) spanned by sequences of independent random variables
- Thresholding methods to estimate copula density
- Wavelet estimation of copulas for time series
- Wavelets, approximation, and statistical applications
Cited in
(8)- On Wigner–Ville Spectra and the Uniqueness of Time‐Varying Copula‐Based Spectral Densities
- Wavelet estimation of copulas for time series
- Wavelet block thresholding for copula density estimation under biased sampling
- Thresholding methods to estimate copula density
- Copula Density Estimation Using Multiwavelets Based on the Multiresolution Analysis
- On a wavelet-based method for estimating the copula function
- Wavelet estimation of copula function based on censored data
- Estimating copula densities through wavelets
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