Dependence Modeling > 2015 > 3 > 1
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journal ISSN : | 2300-2298 |
DOI | 10.1515/demo-2015-0011 |
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Bibliography
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[1] Abegaz, F. and Naik-Nimbalkar, U. (2008). Modeling statistical dependence of Markov chains via copula models. J. Statist. Plann. Inference, 138(4), 1131–1146.
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[2] Beare, B.K. (2010). Copulas and temporal dependence. Econometrica, 78(1), 395–410. [WoS][Crossref]
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[3] Beare, B.K. and Seo, J. (2015) Vine copula specification for stationary multivariate Markov chains. J. Time Series Anal., 36, 228–246.