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A copula approach for dependence modeling in multivariate nonparametric time series

A copula approach for dependence modeling in multivariate nonparametric time series

N. Neumeyer
M. Omelka
Š. Hudecová
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Papers citing "A copula approach for dependence modeling in multivariate nonparametric time series"

5 / 5 papers shown
Title
On the weak convergence of the empirical conditional copula under a simplifying assumption
On the weak convergence of the empirical conditional copula under a simplifying assumption
François Portier
Johan Segers
17
33
0
20 Nov 2015
Weak convergence of the empirical copula process with respect to weighted metrics
Weak convergence of the empirical copula process with respect to weighted metrics
Axel Bücher
Betina Berghaus
S. Volgushev
74
32
0
21 Nov 2014
Empirical and sequential empirical copula processes under serial dependence
Empirical and sequential empirical copula processes under serial dependence
Axel Bücher
S. Volgushev
83
93
0
11 Nov 2011
Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
Johan Segers
163
240
0
09 Dec 2010
Empirical processes indexed by estimated functions
Empirical processes indexed by estimated functions
A. van der Vaart
J. Wellner
142
130
0
07 Sep 2007

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