Modeling statistical dependence of Markov chains via copula models
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Publication:2474394
DOI10.1016/j.jspi.2007.04.028zbMath1130.62087OpenAlexW2056200530MaRDI QIDQ2474394
Publication date: 6 March 2008
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2007.04.028
Applications of statistics to environmental and related topics (62P12) Measures of association (correlation, canonical correlation, etc.) (62H20) Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05) Markov processes: hypothesis testing (62M02)
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