Time irreversible copula-based Markov models
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Publication:6486641
DOI10.1017/S0266466614000115zbMATH Open1314.62122MaRDI QIDQ6486641FDOQ6486641
Authors: Brendan K. Beare, Juwon Seo 
Publication date: 14 November 2014
Published in: Econometric Theory (Search for Journal in Brave)
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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