analysis of copula processes and appropriate bootstrap approximations in the setting of sequentially dependent data. One …Empirical and sequential empirical copula processes play a central role for statistical inference on copulas. However …, as pointed out by Johan Segers [J. Segers, Asymptotics of empirical copula processes under non-restrictive smoothness …

distribution and is therefore a function of the copula of the bivariate distribution. λL plays an important role in modelling … under mild regularity conditions on the copula and under the assumption that the number k = k(n) of observations in the … bias depend on the underlying copula, on the sample size n, on k, and on the true value of λL. …

Considering multivariate strongly mixing time series, nonparametric tests for a constant copula with specified or …

specification. A bootstrap test is proposed to obtain a good approximation of the nominal level. The results are illustrated by …

specification. A bootstrap test is proposed to obtain a good approximation of the nominal level. The results are illustrated by …