The following pages link to Copulas for Markovian dependence (Q453262):
Displaying 18 items.
- Idempotent copulæ: ordinal sums and Archimedean copulæ (Q252937) (← links)
- A copula-based method to build diffusion models with prescribed marginal and serial dependence (Q340123) (← links)
- Intricacies of dependence between components of multivariate Markov chains: weak Markov consistency and weak Markov copulae (Q388912) (← links)
- A copula model for marked point processes (Q746484) (← links)
- Study of dependence for some stochastic processes: symbolic Markov copulae (Q765883) (← links)
- Multivariate Markov families of copulas (Q906347) (← links)
- Copulas and Markov processes (Q1203584) (← links)
- Markov product invariance in classes of bivariate copulas characterized by univariate functions (Q2033217) (← links)
- Stochastic monotonicity and the Markov product for copulas (Q2041744) (← links)
- A copula-based approximation to Markov chains (Q2115302) (← links)
- On the copula correlation ratio and its generalization (Q2222232) (← links)
- Dependence and mixing for perturbations of copula-based Markov chains (Q2244555) (← links)
- Copulas from the Fokker-Planck equation (Q2257535) (← links)
- Copula-based Markov process (Q2306101) (← links)
- COPULA-BASED CHARACTERIZATIONS FOR HIGHER ORDER MARKOV PROCESSES (Q3181950) (← links)
- Ordinal sums: from triangular norms to bi- and multivariate copulas (Q6083064) (← links)
- Several algorithms for constructing copulas via \(\ast\)-product decompositions (Q6083065) (← links)
- A novel copula-based approach for parametric estimation of univariate time series through its covariance decay (Q6549173) (← links)
