Computational methods for a copula-based Markov chain model with a binomial time series
DOI10.1080/03610918.2022.2061514MaRDI QIDQ6562745FDOQ6562745
Publication date: 27 June 2024
Published in: Communications in Statistics. Simulation and Computation (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) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20)
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