An empirical central limit theorem with applications to copulas under weak dependence
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Publication:625311
DOI10.1007/s11203-008-9026-3zbMath1333.62207OpenAlexW2022541646MaRDI QIDQ625311
Gabriel Lang, Jean-David Fermanian, Paul Doukhan
Publication date: 15 February 2011
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11203-008-9026-3
Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Functional limit theorems; invariance principles (60F17)
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