Intricacies of dependence between components of multivariate Markov chains: weak Markov consistency and weak Markov copulae (Q388912)
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scientific article; zbMATH DE number 6247214
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Intricacies of dependence between components of multivariate Markov chains: weak Markov consistency and weak Markov copulae |
scientific article; zbMATH DE number 6247214 |
Statements
Intricacies of dependence between components of multivariate Markov chains: weak Markov consistency and weak Markov copulae (English)
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17 January 2014
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multivariate Markov chain
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compensator of random measure
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dependence
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marginal law
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Markov consistency
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Markov copulae
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0.90805894
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0.89945793
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0.89923674
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0.8980286
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0.8920931
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0.8800449
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