{"63769":{"#nid":"63769","#data":{"type":"event","title":"Wavelet Estimation of Copulas for Time Series","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E Wavelet Estimation of Copulas for Time Series\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E Professor Morettin\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EIn this talk we consider the problem of estimating copulas for\u0026nbsp; time series, under mixing conditions, using wavelet expansions. The proposed estimators are based on\u0026nbsp; estimators of densities and distribution functions. Some statistical properties of the estimators are derived and their performance assessed via simulations. Empirical applications to real data are also\u003Cbr \/\u003Egiven.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"Wavelet Estimation of Copulas for Time Series"}],"uid":"27187","created_gmt":"2011-01-21 11:23:36","changed_gmt":"2016-10-08 01:53:52","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2011-02-01T11:00:00-05:00","event_time_end":"2011-02-01T12:00:00-05:00","event_time_end_last":"2011-02-01T12:00:00-05:00","gmt_time_start":"2011-02-01 16:00:00","gmt_time_end":"2011-02-01 17:00:00","gmt_time_end_last":"2011-02-01 17:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}}}