Time irreversible copula-based Markov models

DOI10.1017/S0266466614000115MaRDI QIDQ6486641zbMATH OpenOpenAlexFDO

Authors Brendan K. Beare, Juwon Seo

Publication date 14 November 2014

Published in Econometric Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0266466614000115

Mathematics Subject Classification ID

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

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Cites work

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• The Structure of Bivariate Distributions
• The local bootstrap for Markov processes
• Time reversibility of stationary regular finite-state Markov chains

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