2000 character limit reached
On Dependence Structure of Copula-based Markov chains (1207.5762v4)
Published 24 Jul 2012 in math.ST, math.PR, and stat.TH
Abstract: We consider dependence coefficients for stationary Markov chains. We emphasize on some equivalencies for reversible Markov chains. We improve some known results and provide a necessary condition for Markov chains based on Archimedean copulas to be exponential $\rho$-mixing. We analyze the example of the Mardia and Frechet copula families using small sets.
Paper Prompts
Sign up for free to create and run prompts on this paper using GPT-5.
Collections
Sign up for free to add this paper to one or more collections.
