An empirical central limit theorem with applications to copulas under weak dependence

Author: Doukhan Paul   Fermanian Jean-David   Lang Gabriel  

Publisher: Springer Publishing Company

ISSN: 1387-0874

Source: Statistical Inference for Stochastic Processes, Vol.12, Iss.1, 2009-02, pp. : 65-87

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract