COPULA-BASED CHARACTERIZATIONS FOR HIGHER ORDER MARKOV PROCESSES
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Publication:3181950
DOI10.1017/S0266466609090720zbMath1277.60123MaRDI QIDQ3181950
Publication date: 30 September 2009
Published in: Econometric Theory (Search for Journal in Brave)
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62H05: Characterization and structure theory for multivariate probability distributions; copulas
60J25: Continuous-time Markov processes on general state spaces
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Uses Software
Cites Work
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