Multivariate Markov families of copulas (Q906347): Difference between revisions

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+Modeling statistical dependence of Markov chains via copula models
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+Copulas and Temporal Dependence
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+Vine Copula Specifications for Stationary Multivariate Markov Chains
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+VALUATION AND HEDGING OF CDS COUNTERPARTY EXPOSURE IN A MARKOV COPULA MODEL
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+Study of Dependence for Some Stochastic Processes
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+Truncated regular vines in high dimensions with application to financial data
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+Estimation of copula-based semiparametric time series models
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+Efficient estimation of copula-based semiparametric Markov models
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+A copula-based model of speculative price dynamics in discrete time
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+Copulas and Markov processes
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+Parameter estimation for pair-copula constructions
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+COPULA-BASED CHARACTERIZATIONS FOR HIGHER ORDER MARKOV PROCESSES
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+Q4382161
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+Q5706744
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+An introduction to copulas. Properties and applications
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+Copula-based semiparametric models for multivariate time series
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+Forecasting time series with multivariate copulas
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+Regime switches in the dependence structure of multidimensional financial data
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+Statistical properties of parametric estimators for Markov chain vectors based on copula models
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