A copula approach for dependence modeling in multivariate nonparametric time series

22 May 2017

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 François Portier Johan Segers 19 33 0 20 Nov 2015
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 Axel Bücher S. Volgushev 85 93 0 11 Nov 2011
Asymptotics of empirical copula processes under non-restrictive smoothness assumptions Johan Segers 168 240 0 09 Dec 2010
Empirical processes indexed by estimated functions A. van der Vaart J. Wellner 142 130 0 07 Sep 2007