We study nonparametric likelihood-based estimators of the mean function of counting processes with panel count data using monotone polynomial splines. The generalized Rosen algorithm, proposed by Zhang & Jamshidian (2004), is used to compute the estimators. We show that the proposed spline...

In this research, we employ a full-range tail dependence copula to capture the intraday dynamic tail dependence patterns of 30 s log returns among stocks in the US market in the year of 2020, when the market experienced a significant sell-off and a rally thereafter. We also introduce a...