TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS (Q2929840): Difference between revisions

@@ Property / cites work @@
+Time reversibility of stationary regular finite-state Markov chains
+Normal rank
@@ Property / cites work @@
+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
+Normal rank
@@ Property / cites work @@
+A Theory of Dynamic Oligopoly, II: Price Competition, Kinked Demand Curves, and Edgeworth Cycles
+Normal rank
@@ Property / cites work @@
+Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique
+Normal rank
@@ Property / cites work @@
+Q5293980
@@ Property / cites work: Q5293980 / rank @@
+Normal rank
@@ Property / cites work @@
+Construction of asymmetric multivariate copulas
@@ Property / cites work: Construction of asymmetric multivariate copulas / rank @@
+Normal rank
@@ Property / cites work @@
+The Structure of Bivariate Distributions
@@ Property / cites work: The Structure of Bivariate Distributions / rank @@
+Normal rank
@@ Property / cites work @@
+ARCHIMEDEAN COPULAS AND TEMPORAL DEPENDENCE
@@ Property / cites work: ARCHIMEDEAN COPULAS AND TEMPORAL DEPENDENCE / rank @@
+Normal rank
@@ Property / cites work @@
+Copulas and Temporal Dependence
@@ Property / cites work: Copulas and Temporal Dependence / rank @@
+Normal rank
@@ Property / cites work @@
+An Introduction to Functional Central Limit Theorems for Dependent Stochastic Processes
+Normal rank
@@ Property / cites work @@
+<i>t</i>-Statistic Based Correlation and Heterogeneity Robust Inference
+Normal rank
@@ Property / cites work @@
+Dynamic Copula-Based Markov Time Series
@@ Property / cites work: Dynamic Copula-Based Markov Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+COPULA-BASED CHARACTERIZATIONS FOR HIGHER ORDER MARKOV PROCESSES
+Normal rank
@@ Property / cites work @@
+Tests of symmetry for bivariate copulas
@@ Property / cites work: Tests of symmetry for bivariate copulas / rank @@
+Normal rank
@@ Property / cites work @@
+A kolmogorov-smirnov type test for positive quadrant dependence
+Normal rank
@@ Property / cites work @@
+NONPARAMETRIC ESTIMATORS FOR TIME SERIES
@@ Property / cites work: NONPARAMETRIC ESTIMATORS FOR TIME SERIES / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for equality between two copulas
@@ Property / cites work: Testing for equality between two copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Q4410074
@@ Property / cites work: Q4410074 / rank @@
+Normal rank
@@ Property / cites work @@
+A versatile and robust metric entropy test of time-reversibility, and other hypotheses
+Normal rank
@@ Property / cites work @@
+Assessing Time-Reversibility Under Minimal Assumptions
+Normal rank
@@ Property / cites work @@
+Kernel-based nonlinear canonical analysis and time reversibility
+Normal rank
@@ Property / cites work @@
+Efficient estimation of copula-based semiparametric Markov models
+Normal rank
@@ Property / cites work @@
+The local bootstrap for Markov processes
@@ Property / cites work: The local bootstrap for Markov processes / rank @@
+Normal rank
@@ Property / cites work @@
+A MARKOVIAN LOCAL RESAMPLING SCHEME FOR NONPARAMETRIC ESTIMATORS IN TIME SERIES ANALYSIS
+Normal rank
@@ Property / cites work @@
+Copula-based nonlinear quantile autoregression
@@ Property / cites work: Copula-based nonlinear quantile autoregression / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of copula-based semiparametric time series models
+Normal rank
@@ Property / cites work @@
+Testing time reversibility without moment restrictions
+Normal rank
@@ Property / cites work @@
+Conditioning as disintegration
@@ Property / cites work: Conditioning as disintegration / rank @@
+Normal rank
@@ Property / cites work @@
+Extremes of nonexchangeability
@@ Property / cites work: Extremes of nonexchangeability / rank @@
+Normal rank