Copula-based characterizations for higher order Markov processes
Year of publication: |
2009
|
---|---|
Authors: | Ibragimov, Rustam Ju. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 25.2009, 3, p. 819-846
|
Subject: | Zeitreihenanalyse | Time series analysis | Markov-Kette | Markov chain | Multivariate Verteilung | Multivariate distribution | Theorie | Theory |
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