Markov product invariance in classes of bivariate copulas characterized by univariate functions
DOI10.1016/j.jmaa.2021.125184zbMath1473.62157OpenAlexW3152463478MaRDI QIDQ2033217
M. Tschimpke, Wolfgang Trutschnig, Juan Fernández-Sánchez
Publication date: 14 June 2021
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2021.125184
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Continuous-time Markov processes on general state spaces (60J25) Probability distributions: general theory (60E05) Transition functions, generators and resolvents (60J35)
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Cites Work
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