The following pages link to Copulas and Markov processes (Q1203584):
Displayed 50 items.
- On a strong metric on the space of copulas and its induced dependence measure (Q85345) (← links)
- Time series models with infinite-order partial copula dependence (Q109457) (← links)
- Weak convergence of a pseudo maximum likelihood estimator for the extremal index (Q111091) (← links)
- Stationary vine copula models for multivariate time series (Q111321) (← 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)
- Bootstrap prediction intervals for Markov processes (Q1659134) (← links)
- Rationalization and identification of binary games with correlated types (Q1676373) (← links)
- Baire category results for exchangeable copulas (Q1697318) (← links)
- Extraction dependence structure of distorted copulas via a measure of dependence (Q1699141) (← links)
- Factorizable non-atomic copulas (Q1726737) (← links)
- Bayesian consistency for a nonparametric stationary Markov model (Q1740512) (← links)
- Measure-invariance of copula functions as tool for testing no-arbitrage assumption (Q1743947) (← links)
- On the construction of radially symmetric copulas in higher dimensions (Q1794838) (← links)
- Copula fields and their applications (Q1917590) (← links)
- A Markov product for tail dependence functions (Q1998722) (← links)
- Markov product invariance in classes of bivariate copulas characterized by univariate functions (Q2033217) (← links)
- Stochastic monotonicity and the Markov product for copulas (Q2041744) (← links)
- Sklar's theorem, copula products, and ordering results in factor models (Q2063749) (← links)
- On convergence of associative copulas and related results (Q2063750) (← links)
- New results on perturbation-based copulas (Q2063752) (← links)
- Goodness-of-fit test of copula functions for semi-parametric univariate time series models (Q2065302) (← links)
- A copula-based Markov chain model for serially dependent event times with a dependent terminal event (Q2068940) (← links)
- On distributions with fixed marginals maximizing the joint or the prior default probability, estimation, and related results (Q2095101) (← links)
- A copula-based approximation to Markov chains (Q2115302) (← links)
- Perturbations of copulas and mixing properties (Q2126028) (← links)