The following pages link to (Q4663820):
Displaying 28 items.
- Identifiability and estimation of meta-elliptical copula generators (Q110522) (← links)
- Copula-based dynamic models for multivariate time series (Q123371) (← links)
- Goodness-of-fit tests for copulas: A review and a power study (Q127473) (← links)
- Dynamic quantile models (Q299276) (← links)
- Empirical processes for infinite variance autoregressive models (Q413784) (← links)
- Autocopulas: investigating the interdependence structure of stationary time series (Q430873) (← links)
- Asymptotics of empirical copula processes under non-restrictive smoothness assumptions (Q442074) (← links)
- A review of copula models for economic time series (Q443763) (← links)
- Copula-based semiparametric models for multivariate time series (Q443770) (← links)
- When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs (Q464198) (← links)
- A note on bootstrap approximations for the empirical copula process (Q613186) (← links)
- Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models (Q731720) (← links)
- Applications and asymptotic power of marginal-free tests of stochastic vectorial independence (Q988939) (← links)
- Testing for equality between two copulas (Q1000568) (← links)
- Asymptotic behavior of the empirical multilinear copula process under broad conditions (Q2011519) (← links)
- Change-point problems for multivariate time series using pseudo-observations (Q2057844) (← links)
- The finite sample properties of sparse M-estimators with pseudo-observations (Q2075446) (← links)
- Modelling joint behaviour of asset prices using stochastic correlation (Q2241515) (← links)
- A goodness-of-fit test for copulas based on martingale transformation (Q2295802) (← links)
- Forecasting time series with multivariate copulas (Q2351202) (← links)
- Tests of independence and randomness based on the empirical copula process (Q2387481) (← links)
- On the joint asymptotic behavior of two rank-based estimators of the association parameter in the gamma frailty model (Q2489785) (← links)
- Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study (Q2513330) (← links)
- Strong approximation of empirical copula processes by Gaussian processes (Q2863088) (← links)
- Diagnostic Tests for Innovations of ARMA Models Using Empirical Processes of Residuals (Q5272951) (← links)
- A random walk through Canadian contributions on empirical processes and their applications in probability and statistics (Q6059414) (← links)
- Sparse M-estimators in semi-parametric copula models (Q6565332) (← links)
- Nonparametric estimator of the tail dependence coefficient: balancing bias and variance (Q6640112) (← links)
