The idea of using estimating functions goes a long way back, at least to Karl Pearson's introduction to the method of moment in 1894. It is now a very active area of research in the statistics literature. One aim of this chapter is to provide an account of the developments relating to the theory...

Parametric copulas are shown to be attractive devices for specifying quantile autoregressive models for nonlinear time-series. Estimation of local, quantile-specific copula-based time series models offers some salient advantages over classical global parametric approaches. Consistency and...

Parametric copulas are shown to be attractive devices for specifying quantile autoregressive models for nonlinear time-series. Estimation of local, quantile-specific copula-based time series models offers some salient advantages over classical global parametric approaches. Consistency and...