Time irreversible copula-based Markov models

DOI10.1017/S0266466614000115zbMath1314.62122MaRDI QIDQ6486641

Brendan K. Beare, Juwon Seo

Publication date: 14 November 2014

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Economic time series analysis (91B84) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

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