Some aspects of modeling dependence in copula-based Markov chains-Reference-Cited by-同舟云学术

Some aspects of modeling dependence in copula-based Markov chains

Published:2012-10 Issue: Volume:111 Page:234-240
ISSN:0047-259X
Container-title:Journal of Multivariate Analysis
language:en
Short-container-title:Journal of Multivariate Analysis

Author:

Longla Martial,Peligrad Magda

Funder

NSA

Charles Phelps Taft Memorial Fund

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference21 articles.

1. B.K. Beare, Archimedean copulas and temporal dependence, in: Econometric Theory, University of California at San Diego, Economics Working Paper Series 1549539, 2010 (in press).

2. Copulas and temporal dependence;Beare;Econometrica,2010

3. Estimating optimal transformations for multiple regression and correlation;Breiman;J. Amer. Statist. Assoc.,1985

4. Conditional moment representations for dependent random variables;Bryc;Electron. J. Probab.,1996

Cited by 23 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Precise large deviations for sums of dependent random variables with subexponential distribution;Communications in Statistics - Theory and Methods;2024-05-23

2. New copula families and mixing properties;Statistical Papers;2024-05-06

3. ON SOME POSSIBLE COMBINATIONS OF MIXING RATES FOR STRICTLY STATIONARY, REVERSIBLE MARKOV CHAINS;Rocky Mountain Journal of Mathematics;2024-04-01

4. On Some Mixing Properties of Copula-Based Markov Chains;Journal of Statistical Theory and Applications;2022-06-24

5. Stationary vine copula models for multivariate time series;Journal of Econometrics;2022-04