Estimation of copula-based semiparametric time series models

Simple tests for models of dependence between multiple financial time series, with applications to U.S. equity returns and exchange rates

Chen, Xiaohong, (2004)

Estimation and model selection of semiparametric multivariate survival functions under general censorship

Chen, Xiaohong, (2008)

Estimation of copula-based semiparametric time series models

Chen, Xiaohong, (2006)