4 citations · 7 across the 3 of their papers we have counts for
4 papers
Weak Convergence of Stationary Empirical Processes
Dragan Radulovic, Marten Wegkamp
We offer an umbrella type result which extends weak convergence of the classical empirical process on the line to that of more general processes indexed by functions of bounded var…
Weak convergence of empirical copula processes indexed by functions
Dragan Radulovic, Marten Wegkamp, Yue Zhao
Weak convergence of the empirical copula process indexed by a class of functions is established. Two scenarios are considered in which either some smoothness of these functions or…
An asymptotic total variation test for copulas
Jean-David Fermanian, Dragan Radulovic, Marten Wegkamp
We propose a new goodness-of-fit test for copulas, based on empirical copula processes and their nonparametric bootstrap counterparts. The standard Kolmogorov-Smirnov type test for…
On the multiresolution structure of Internet traffic traces
Konstantinos Drakakis, Dragan Radulovic
Internet traffic on a network link can be modeled as a stochastic process. After detecting and quantifying the properties of this process, using statistical tools, a series of math…