On the large-sample behavior of two estimators of the conditional copula under serially dependent data (Q2338093)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the large-sample behavior of two estimators of the conditional copula under serially dependent data |
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On the large-sample behavior of two estimators of the conditional copula under serially dependent data (English)
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20 November 2019
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\(\alpha\)-mixing processes
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conditional copula
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local linear kernel estimation
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weak convergence
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