Remarks on the speed of convergence of mixing coefficients and applications
From MaRDI portal
Publication:2435775
DOI10.1016/j.spl.2013.04.002zbMath1308.60086arXiv1210.5673MaRDI QIDQ2435775
Publication date: 19 February 2014
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1210.5673
Markov chains; copulas; ergodicity; Metropolis-Hastings algorithm; mixing conditions; reversible processes
60J05: Discrete-time Markov processes on general state spaces
60J20: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)
37A30: Ergodic theorems, spectral theory, Markov operators
60J35: Transition functions, generators and resolvents
Related Items
On some basic features of strictly stationary, reversible Markov chains, New robust confidence intervals for the mean under dependence, An exponential inequality for U-statistics under mixing conditions, Perturbations of copulas and mixing properties, Dependence and mixing for perturbations of copula-based Markov chains, On mixtures of copulas and mixing coefficients
Cites Work
- Estimation of copula-based semiparametric time series models
- Some aspects of modeling dependence in copula-based Markov chains
- An introduction to copulas.
- Efficient estimation of copula-based semiparametric Markov models
- Geometric ergodicity of Harris recurrent Markov chains with applications to renewal theory
- Copulas and Markov processes
- Geometric ergodicity and hybrid Markov chains
- Optimal scaling for various Metropolis-Hastings algorithms.
- Geometric ergodicity of Metropolis algorithms
- Rates of convergence of the Hastings and Metropolis algorithms
- A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
- Copulas and Temporal Dependence
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
