On mixtures of copulas and mixing coefficients
Author:
Funder
College of Liberal Arts
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability
Reference6 articles.
1. Copulas and temporal dependence;Beare;Econometrica,2010
2. Every “lower psi-mixing” Markov chain is “interlaced rho-mixing”;Bradley;Stochastic Process. Appl.,1997
3. Introduction to Strong Mixing Conditions. Vol. 1,2;Bradley,2007
4. Remarks on the speed of convergence of mixing coefficients and applications;Longla;Statist. Probab. Lett.,2013
5. On dependence structure of copula-based Markov chains;Longla;ESAIM Probab. Stat.,2014
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3. On Some Mixing Properties of Copula-Based Markov Chains;Journal of Statistical Theory and Applications;2022-06-24
4. Dependence and mixing for perturbations of copula-based Markov chains;Statistics & Probability Letters;2022-01
5. A copula-based approximation to Markov chains;Science China Mathematics;2021-09-18
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