Intricacies of dependence between components of multivariate Markov chains: weak Markov consistency and weak Markov copulae (Q388912)
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English | Intricacies of dependence between components of multivariate Markov chains: weak Markov consistency and weak Markov copulae |
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Intricacies of dependence between components of multivariate Markov chains: weak Markov consistency and weak Markov copulae (English)
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17 January 2014
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multivariate Markov chain
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compensator of random measure
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dependence
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marginal law
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Markov consistency
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Markov copulae
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