In this paper, a new method is proposed for delay and Doppler estimation using copula theory. Copula analysis helps to explore the underlying inter-dependence between the desired and undesired parts of a received signal. At first, the probability density function (PDF) of the desired signal is extracted analytically. This analytic result contains the simultaneous influence of delay and Doppler. Our results are also compatible with non-stationary signals. A similar extraction is done on the dependent set of interference and noise. Then, using copula theory, we estimate the PDF of the received signal and analyze the dependency. This conglomerate PDF is finally used for joint delay and Doppler estimation. In addition to presenting the underlying theory and techniques, a set of simulations demonstrate the advantages.