An empirical central limit theorem with applications to copulas under weak dependence
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s11203-008-9026-3.pdf
Reference32 articles.
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3. Bickel PJ, Wichura MJ (1971) Convergence criteria for multiparameter stochastic and some applications. Ann Math Statist 42: 1656–1671
4. Chen X, Fan Y (2006) Estimation of Copula-based semiparametric time series models. J Econometrics 130: 307–335
5. Dedecker J, Doukhan P (2003) A new covariance inequality and applications. Stochastic Proc Appl 106(1): 63–80
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