Multivariate Markov families of copulas

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

zbMATH Keywords

copulasMarkov processesChapman-Kolmogorov equation

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Discrete-time Markov processes on general state spaces (60J05) General theory of stochastic processes (60G07)

Related Items (1)

Copula-based Markov process

Uses Software

• QRM

Cites Work

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