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Empirical and sequential empirical copula processes under serial dependence.

Axel BücherStanislav Volgushev
Published in: J. Multivar. Anal. (2013)
Keyphrases
  • information systems
  • theoretical analysis
  • database
  • information theoretic
  • data sets
  • machine learning
  • three dimensional
  • search algorithm
  • information technology
  • trade off
  • joint distribution
  • dependence structure