Copula measures and Sklar's theorem in arbitrary dimensions

Although copulas are used and defined for various infinite-dimensional objects (e.g., Gaussian processes Markov processes), there is no prevalent notion of a copula that unifies these concepts. We propose unified functional analytic framework, show how Sklar's theorem can be applied in certain examples Banach spaces provide semiparametric estimation procedure second-order stochastic with underlying copula.