A note on independence copula for conditional Markov chains
DOI10.1007/978-1-4939-6969-2_10zbMATH Open1382.60093OpenAlexW2751816805MaRDI QIDQ4604871FDOQ4604871
Authors: Tomasz R. Bielecki, Jacek Jakubowski, Mariusz Niewęgłowski 
Publication date: 6 March 2018
Published in: Recent Progress and Modern Challenges in Applied Mathematics, Modeling and Computational Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-1-4939-6969-2_10
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Cites Work
- Title not available (Why is that?)
- Continuous-time Markov chains in a random environment, with applications to ion channel modelling
- Intensity-based premium evaluation for unemployment insurance products
- Intricacies of dependence between components of multivariate Markov chains: weak Markov consistency and weak Markov copulae
- Lumpability and marginalisability for continuous-time Markov chains
- The Markov consistency of Archimedean survival processes
- Conditional Markov chains -- construction and properties
- A class of \(\mathbb F\)-doubly stochastic Markov chains
- Statistical analysis of multiple ion channel data
Cited In (7)
- Conditional Markov chains -- construction and properties
- Title not available (Why is that?)
- Dependence and mixing for perturbations of copula-based Markov chains
- A note on marginal and conditional independence
- The conditional independences between variables derived from two independent identically distributed Markov random fields when pairwise order is ignored
- Conditional Markov chains: properties, construction and structured dependence
- Intricacies of dependence between components of multivariate Markov chains: weak Markov consistency and weak Markov copulae
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