The following pages link to Copulas and Markov processes (Q1203584):
Displayed 43 items.
- On a strong metric on the space of copulas and its induced dependence measure (Q85345) (← links)
- Idempotent copulæ: ordinal sums and Archimedean copulæ (Q252937) (← links)
- A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing (Q265279) (← links)
- Dependence of exchangeable residual lifetimes subject to failure (Q272488) (← links)
- Estimation of copula-based semiparametric time series models (Q274894) (← links)
- On the control of the difference between two Brownian motions: a dynamic copula approach (Q324995) (← links)
- A copula-based method to build diffusion models with prescribed marginal and serial dependence (Q340123) (← links)
- Some results on homeomorphisms between fractal supports of copulas (Q387133) (← links)
- A review of copula models for economic time series (Q443763) (← links)
- Time-dependent copulas (Q443766) (← links)
- Some aspects of modeling dependence in copula-based Markov chains (Q444977) (← links)
- Idempotent and multivariate copulas with fractal support (Q451185) (← links)
- Symmetry of functions and exchangeability of random variables (Q451473) (← links)
- Copulas for Markovian dependence (Q453262) (← links)
- Copulae on products of compact Riemannian manifolds (Q495341) (← links)
- Two novel characterizations of self-decomposability on the half-line (Q521972) (← links)
- A copula-based model of speculative price dynamics in discrete time (Q538184) (← links)
- Some approximations of \(n\)-copulas (Q601773) (← links)
- Shuffles of copulas and a new measure of dependence (Q691846) (← links)
- Study of dependence for some stochastic processes: symbolic Markov copulae (Q765883) (← links)
- Conditioning-based metrics on the space of multivariate copulas and their interrelation with uniform and levelwise convergence and iterated function systems (Q904699) (← links)
- Dependence measuring from conditional variances (Q906340) (← links)
- Multivariate Markov families of copulas (Q906347) (← links)
- A scalar product for copulas (Q924107) (← links)
- Shuffles of copulas (Q1018701) (← links)
- Efficient estimation of copula-based semiparametric Markov models (Q1043729) (← links)
- Strong approximation of copulas (Q1270687) (← links)
- Copula fields and their applications (Q1917590) (← links)
- Copulas with continuous, strictly increasing singular conditional distribution functions (Q2260385) (← links)
- Non-exchangeability of negatively dependent random variables (Q2268371) (← links)
- A measure of mutual complete dependence (Q2268377) (← links)
- Remarks on the speed of convergence of mixing coefficients and applications (Q2435775) (← links)
- On differential properties of copulas (Q2445413) (← links)
- Some Smoothing Properties of the Star Product of Copulas (Q2805808) (← links)
- Copulas in Machine Learning (Q2849524) (← links)
- Copulae: Some mathematical aspects (Q2862419) (← links)
- Semi-parametric Time Series Modelling with Autocopulas (Q2958820) (← links)
- GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS (Q2986521) (← links)
- Duration time-series models with proportional hazard (Q3608189) (← links)
- Measures of concordance determined by 𝐷₄-invariant measures on (0,1)² (Q4654071) (← links)
- A Copula‐Based Non‐parametric Measure of Regression Dependence (Q4911964) (← links)
- (Q5389871) (← links)
- (Q5446378) (← links)