Copulas related to piecewise monotone functions of the interval and associated processes

DOI10.1080/03610926.2015.1006781zbMath1364.62117OpenAlexW2530511088MaRDI QIDQ2980142

Guilherme Pumi, Sílvia R. C. Lopes

Publication date: 27 April 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2015.1006781

zbMATH Keywords

copulasinvariant measuresMonte Carlo simulationinterval mapsrandom variableparametric estimationchaotic processesManneville-Pomeau process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Smooth ergodic theory, invariant measures for smooth dynamical systems (37C40) Time series analysis of dynamical systems (37M10)

Uses Software

• QRM

Cites Work

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