Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Estimating the Copula of a class of Time-Changed Brownian Motions: A
  non-parametric Approach   Within a high-frequency framework, we propose a non-parametric approach to
estimate a family of copulas associated to a time-changed Brownian motion. We
show that our estimator is consistent and asymptotically mixed-Gaussian.
Furthermore, we test its finite-sample accuracy via Monte Carlo.

29
The categories of this paper are: funct-an
12
The categories of this paper are: nucl-th
30
The categories of this paper are: q-alg
34
The categories of this paper are: chem-ph
11
The categories of this paper are: hep-lat
15
The categories of this paper are: nucl-ex
22
The categories of this paper are: chao-dyn
31
The categories of this paper are: ao-sci
0
The categories of this paper are: hep-ph
33
The categories of this paper are: plasm-ph
21
The categories of this paper are: adap-org
25
The categories of this paper are: patt-sol
8
The categories of this paper are: hep-ex
10
The categories of this paper are: q-bio
36
The categories of this paper are: cmp-lg
7
The categories of this paper are: hep-th