A copula-based approximation to Markov chains

DOI10.1007/s11425-019-1687-2zbMath1491.60124OpenAlexW3201553000MaRDI QIDQ2115302

Zhengyong Zhou, Jing-Ping Yang, Jie Hua Xie

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

copula Markov chain \(\beta\)-mixing property \(\partial\)-convergence checkerboard 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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