Copulas related to piecewise monotone functions of the interval and associated processes
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Publication:2980142
DOI10.1080/03610926.2015.1006781zbMath1364.62117OpenAlexW2530511088MaRDI QIDQ2980142
Guilherme Pumi, Sílvia R. C. Lopes
Publication date: 27 April 2017
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2015.1006781
copulasinvariant measuresMonte Carlo simulationinterval mapsrandom variableparametric estimationchaotic processesManneville-Pomeau process
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Cites Work
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- Ergodic maps on [0, 1 and nonlinear pseudo-random number generators]
- Parametric estimation and spectral analysis of piecewise linear maps of the interval
- Statistical Properties of Deterministic Systems
- Understanding Relationships Using Copulas
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