Copula-Based Semiparametric Analysis for Time Series Data with
Detection Limits
Description
Semiparametric estimation for censored time series
with lower detection limit. The latent response is a sequence of
stationary process with Markov property
of order one.
Estimation of copula parameter(COPC) and Conditional quantile estimation
are included for five available copula functions.
Copula selection methods based on L2 distance from empirical copula function
are also included.