On dependence structure of copula-based Markov chains

Author: Longla Martial  

Publisher: Edp Sciences

E-ISSN: 1262-3318|18|issue|570-583

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.18, Iss.issue, 2014-10, pp. : 570-583

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Abstract