当前位置: X-MOL 学术J. Korean Stat. Soc. › 论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
Perturbations of copulas and mixing properties
Journal of the Korean Statistical Society ( IF 0.6 ) Pub Date : 2021-06-10 , DOI: 10.1007/s42952-021-00133-5
Martial Longla , Fidel Djongreba Ndikwa , Mathias Nthiani Muia , Patrice Soh Takam

This paper explores the impact of perturbations of copulas on the dependence properties of the Markov chains they generate. We consider Markov chains generated by perturbations of copulas. Results are provided for the mixing coefficients \(\beta _n\), \(\psi _n\) and \(\phi _n\). Several results on mixing for the considered perturbations are provided. New copula functions are provided in connection with perturbations of variables that induce other types of perturbation of copulas not considered in the literature.



中文翻译:

copula 的扰动和混合特性

本文探讨了 copula 的扰动对它们生成的马尔可夫链的依赖属性的影响。我们考虑由联结扰动产生的马尔可夫链。提供了混合系数\(\beta _n\)\(\psi _n\)\(\phi _n\) 的结果。提供了关于所考虑的扰动的混合的几个结果。提供新的 copula 函数与变量的扰动有关,这些变量引起文献中未考虑的其他类型的 copula 扰动。

更新日期:2021-06-11
down
wechat
bug