On Cesáro convergence of iterates of the star product of copulas
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DOI: 10.1016/j.spl.2012.09.025
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References listed on IDEAS
- Fredricks, Gregory A. & Nelsen, Roger B. & Rodriguez-Lallena, Jose Antonio, 2005. "Copulas with fractal supports," Insurance: Mathematics and Economics, Elsevier, vol. 37(1), pages 42-48, August.
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Cited by:
- Fabrizio Durante & Juan Fernández Sánchez & Wolfgang Trutschnig, 2020. "Spatially homogeneous copulas," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(2), pages 607-626, April.
- Kamnitui Noppadon & Santiwipanont Tippawan & Sumetkijakan Songkiat, 2015. "Dependence Measuring from Conditional Variances," Dependence Modeling, De Gruyter, vol. 3(1), pages 1-15, July.
- Fang, Jun & Jiang, Fan & Liu, Yong & Yang, Jingping, 2020. "Copula-based Markov process," Insurance: Mathematics and Economics, Elsevier, vol. 91(C), pages 166-187.
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Keywords
Copula; Idempotence; Markov kernel; Markov operator;All these keywords.
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