We propose a framework for estimation of the conditional mean function in a parametric model with function space covariates. The approach employs a functional mean squared error objective criterion. Under regularity conditions, consistency and asymptotic normality are established. The analysis...

type="main" xml:id="jtsa12103-abs-0001"Vine copulae provide a graphical framework in which multiple bivariate copulae may be combined in a consistent fashion to yield a more complex multivariate copula. In this article, we discuss the use of vine copulae to build flexible semiparametric models...

Economic and financial time series frequently exhibit time irreversible dynamics. For instance, there is considerable evidence of asymmetric fluctuations in many macroeconomic and financial variables, and certain game theoretic models of price determination predict asymmetric cycles in price...