Modeling statistical dependence of Markov chains via copula models

Journal of Statistical Planning and Inference

Volumn 138, Issue 4, 2008, Pages 1131-1146

  Abegaz, Fentaw ^a   Naik Nimbalkar, U V ^a  

^a UNIVERSITY OF PUNE   (India)

Author keywords

Copula; Markov chain; Mixing; Model selection; Pseudo likelihood ratio; Two stage estimation

Indexed keywords

EID: 37249021926     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2007.04.028     Document Type: Article

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