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An empirical central limit theorem with applications to copulas under weak dependence
Doukhan, Paul; Fermanian, Jean-David; Lang, Gabriel - In: Statistical Inference for Stochastic Processes 12 (2009) 1, pp. 65-87
Persistent link: https://www.econbiz.de/10005616034
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Rates in the Empirical Central Limit Theorem for Stationary Weakly Dependent Random Fields
Doukhan, Paul; Lang, Gabriel - In: Statistical Inference for Stochastic Processes 5 (2002) 2, pp. 199-228
Persistent link: https://www.econbiz.de/10005169108
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A functional limit theorem for η-weakly dependent processes and its applications
Bardet, Jean-Marc; Doukhan, Paul; León, José - In: Statistical Inference for Stochastic Processes 11 (2008) 3, pp. 265-280
Persistent link: https://www.econbiz.de/10005169116
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Semiparametric Estimation of the Intensity of Long Memory in Conditional Heteroskedasticity
Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus; … - In: Statistical Inference for Stochastic Processes 3 (2000) 1, pp. 113-128
Persistent link: https://www.econbiz.de/10005616050