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A Topological Proof of Sklar's Theorem in Arbitrary Dimensions
We prove Sklar's theorem in infinite dimensions via a topological argume...
01/21/2021 ∙ by Fred Espen Benth, et al. ∙
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Copula Measures and Sklar's Theorem in Arbitrary Dimensions
Although copulas are used and defined for various infinite-dimensional o...
12/21/2020 ∙ by Fred Espen Benth, et al. ∙
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A weak law of large numbers for realised covariation in a Hilbert space setting
This article generalises the concept of realised covariation to Hilbert-...
11/25/2020 ∙ by Fred Espen Benth, et al. ∙
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Correlators of Polynomial Processes
A process is polynomial if its extended generator maps any polynomial to...
06/26/2019 ∙ by Fred Espen Benth, et al. ∙
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