An empirical central limit theorem with applications to copulas under weak dependence
| Year of publication: |
2009
|
|---|---|
| Authors: | Doukhan, Paul ; Fermanian, Jean-David ; Lang, Gabriel |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 12.2009, 1, p. 65-87
|
| Publisher: |
Springer |
| Subject: | Copulas | Multivariate FCLT | Weak dependence |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616034