On mixtures of copulas and mixing coefficients
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DOI: 10.1016/j.jmva.2015.03.009
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References listed on IDEAS
- Brendan K. Beare, 2010.
"Copulas and Temporal Dependence,"
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- Bradley, Richard C., 1997. "Every "lower psi-mixing" Markov chain is "interlaced rho-mixing"," Stochastic Processes and their Applications, Elsevier, vol. 72(2), pages 221-239, December.
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Cited by:
- Longla, Martial & Muia Nthiani, Mathias & Djongreba Ndikwa, Fidel, 2022. "Dependence and mixing for perturbations of copula-based Markov chains," Statistics & Probability Letters, Elsevier, vol. 180(C).
- Shulin Zhang & Qian M. Zhou & Huazhen Lin, 2021. "Goodness-of-fit test of copula functions for semi-parametric univariate time series models," Statistical Papers, Springer, vol. 62(4), pages 1697-1721, August.
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Keywords
Copula; Markov chains; Mixing coefficients; Mixture distributions; Ergodicity;All these keywords.
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