A copula-based approximation to Markov chains

DOI10.1007/S11425-019-1687-2MaRDI QIDQ2115302zbMATH OpenOpenAlexFDO

Authors Zhengyong Zhou, Jie-hua Xie, Jingping Yang

Publication date 15 March 2022

Published in Science China. Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11425-019-1687-2

zbMATH Keywords

copulaMarkov chain\(\beta\)-mixing property\(\partial\)-convergencecheckerboard copula-based Markov chain

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cited in

(5)

• Copulas and Markov processes
• Dependence and mixing for perturbations of copula-based Markov chains
• Approximating Markov chains.
• A copula model for marked point processes
• COPULA-BASED CHARACTERIZATIONS FOR HIGHER ORDER MARKOV PROCESSES

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