Multivariate Markov families of copulas
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Publication:906347
DOI10.1515/demo-2015-0011zbMath1335.60134OpenAlexW3125294276MaRDI QIDQ906347
Wolfgang M. Schmidt, Ludger Overbeck
Publication date: 21 January 2016
Published in: Dependence Modeling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/demo-2015-0011
Continuous-time Markov processes on general state spaces (60J25) Discrete-time Markov processes on general state spaces (60J05) General theory of stochastic processes (60G07)
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