Dependence diagnosis for stationary stochastic processes based on both quantiles and copulas

DOI10.1360/N012018-00043zbMATH Open1499.60110WikidataQ127974550 ScholiaQ127974550MaRDI QIDQ5064082FDOQ5064082

Authors: Shibin Zhang, Xinsheng Zhang 

Publication date: 21 March 2022

Published in: SCIENTIA SINICA Mathematica (Search for Journal in Brave)

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zbMATH Keywords

copulalong-range dependenceOrnstein-Uhlenbeck processdiffusionstationary processtime reversibilitystate dependence

Mathematics Subject Classification ID

Stationary stochastic processes (60G10)

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