Markov product invariance in classes of bivariate copulas characterized by univariate functions-Reference-Cited by-同舟云学术

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Markov product invariance in classes of bivariate copulas characterized by univariate functions

Published:2021-09 Issue:2 Volume:501 Page:125184
ISSN:0022-247X
Container-title:Journal of Mathematical Analysis and Applications
language:en
Short-container-title:Journal of Mathematical Analysis and Applications

Author:

Fernández Sánchez J.,Trutschnig W.^ORCID,Tschimpke M.

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference24 articles.

1. Idempotent copulæ: ordinal sums and Archimedean copulæ;Albanese;J. Math. Anal. Appl.,2016

2. Copulas and Markov processes;Darsow;Ill. J. Math.,1992

3. Characterization of idempotent 2-copulas;Darsow;Note Mat.,2010

4. Principles of Copula Theory;Durante,2015

5. The semigroup of doubly-stochastic matrices;Farahat;Proc. Glasgow Math. Ass.,1966

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1. Analysis of the impact of the trade war between China and America on the RMB exchange rate under the R-vine copula model from the perspective of the global value chain;Electronic Commerce Research;2023-03-31

2. Ordinal sums: From triangular norms to bi- and multivariate copulas;Fuzzy Sets and Systems;2022-12

3. New results on perturbation-based copulas;Dependence Modeling;2021-01-01

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