Pages that link to "Item:Q444977"
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The following pages link to Some aspects of modeling dependence in copula-based Markov chains (Q444977):
Displaying 24 items.
- Time series models with infinite-order partial copula dependence (Q109457) (← links)
- Stationary vine copula models for multivariate time series (Q111321) (← links)
- Robust inference of risks of large portfolios (Q308377) (← links)
- Intricacies of dependence between components of multivariate Markov chains: weak Markov consistency and weak Markov copulae (Q388912) (← links)
- New robust confidence intervals for the mean under dependence (Q826963) (← links)
- Copulas and Markov processes (Q1203584) (← links)
- Geometrical modelling of Markovian dependence (Q1374098) (← links)
- An exponential inequality for U-statistics under mixing conditions (Q1745277) (← links)
- A copula-based approximation to Markov chains (Q2115302) (← links)
- Copula-based time series with filtered nonstationarity (Q2116363) (← links)
- Perturbations of copulas and mixing properties (Q2126028) (← links)
- Dependence and mixing for perturbations of copula-based Markov chains (Q2244555) (← links)
- Copula-based Markov process (Q2306101) (← links)
- On mixtures of copulas and mixing coefficients (Q2350064) (← links)
- Remarks on the speed of convergence of mixing coefficients and applications (Q2435775) (← links)
- On the Product of Random Variables and Moments of Sums Under Dependence (Q2954043) (← links)
- COPULA-BASED CHARACTERIZATIONS FOR HIGHER ORDER MARKOV PROCESSES (Q3181950) (← links)
- Modeling Dependencies with Copulae (Q3542243) (← links)
- On some basic features of strictly stationary, reversible Markov chains (Q5012851) (← links)
- Mixing and moments properties of a non-stationary copula-based Markov process (Q5077525) (← links)
- On dependence structure of copula-based Markov chains (Q5174370) (← links)
- Vine Copula Specifications for Stationary Multivariate Markov Chains (Q5177973) (← links)
- (Q5879919) (← links)
- New copula families and mixing properties (Q6640090) (← links)
