Asymptotic properties of the Bernstein density copula for dependent data
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- Taamouti, Abderrahim & Rombouts, Jeroen V. K. & Bouezmarni, Taoufik, 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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