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Weak Convergence of Empirical Copula Processes

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  • Jean-David Fermanian

    (Crest)

  • Dragan Radulovic

    (Crest)

  • Marten Wegkamp

    (Crest)

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  • Jean-David Fermanian & Dragan Radulovic & Marten Wegkamp, 2002. "Weak Convergence of Empirical Copula Processes," Working Papers 2002-06, Center for Research in Economics and Statistics.
    • Handle: RePEc:crs:wpaper:2002-06
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    References listed on IDEAS

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    1. Gourieroux, Christian & Monfort, Alain & Trognon, Alain, 1984. "Pseudo Maximum Likelihood Methods: Theory," Econometrica, Econometric Society, vol. 52(3), pages 681-700, May.
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