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

Statistical Inference for Stochastic Processes

Volumn 12, Issue 1, 2009, Pages 65-87

  Doukhan, Paul ^a,b   Fermanian, Jean David ^a   Lang, Gabriel ^c  

^a CREST   (France)

^b University Paris I Sorbonne Panthéon   (France)

^c AGROPARISTECH   (France)

Author keywords

Copulas; Multivariate FCLT; Weak dependence

Indexed keywords

EID: 61849161751     PISSN: 13870874     EISSN: 15729311     Source Type: Journal    
DOI: 10.1007/s11203-008-9026-3     Document Type: Article

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