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

Paul Doukhan (), Jean-David Fermanian () and Gabriel Lang ()

Statistical Inference for Stochastic Processes, 2009, vol. 12, issue 1, 65-87

Keywords: Copulas; Multivariate FCLT; Weak dependence; 62M10; 62G07; 60F17 (search for similar items in EconPapers)
Date: 2009
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DOI: 10.1007/s11203-008-9026-3

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