Empirical and sequential empirical copula processes under serial dependence

Convergence of Stochastic Processes.

Peter M. Robinson, David Pollard · Economica · 1985 · 2.3K citations

Engineering, Mathematics, Probability Theory +16

Weak convergence of empirical copula processes

Jean‐David Fermanian, Dragan Radulović, Marten Wegkamp · Bernoulli · 2004 · 386 citations · Full text

Natural Sciences, Mathematics, Econometrics +8

Semiparametric estimation in copula models

Hideatsu Tsukahara · Canadian Journal of Statistics · 2005 · 314 citations

Natural Sciences, Biostatistics, Mathematics +15

Test of independence and randomness based on the empirical copula process

Christian Genest, Bruno Rémillard · Test · 2004 · 273 citations

Natural Sciences, Biostatistics, Mathematics +12

Asymptotics of empirical copula processes under non-restrictive smoothness assumptions

Johan Segers · Bernoulli · 2012 · 227 citations · Full text

Natural Sciences, Data Science, Probability Theory +15