Some aspects of modeling dependence in copula-based Markov chains

DOI10.1016/j.jmva.2012.01.025zbMath1301.60089arXiv1107.1794OpenAlexW2033843995MaRDI QIDQ444977

Magda Peligrad, Martial Longla

Publication date: 24 August 2012

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1107.1794

zbMATH Keywords

copulaMarkov chainsmixing conditionsreversible processes

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Transition functions, generators and resolvents (60J35)

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