Asymptotic properties of the Bernstein density copula for dependent data
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- Taamouti, Abderrahim & Bouezmarni, Taoufik & Rombouts, Jeroen V. K., 2008. "Asymptotic properties of the Bernstein density copula for dependent data," UC3M Working papers. Economics we083619, Universidad Carlos III de Madrid. Departamento de Economía.
References listed on IDEAS
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More about this item
Keywordsnonparametric estimation; copula; Bernstein polynomial; α-mixing; asymptotic properties; boundary bias;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
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