On mixtures of copulas and mixing coefficients

DOI10.1016/j.jmva.2015.03.009zbMath1333.60161arXiv1310.8241OpenAlexW2025421794MaRDI QIDQ2350064

Martial Longla

Publication date: 18 June 2015

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.8241

zbMATH Keywords

copulaMarkov chainsergodicitymixture distributionsmixing coefficients

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Ergodic theorems, spectral theory, Markov operators (37A30) Transition functions, generators and resolvents (60J35)

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• Copulas and Temporal Dependence