calculated using an invariance principle for the sequential empirical copula process. The limit distribution is free of nuisance …

in stationary Markov chains using copula functions. We obtain sucient conditions for a geometric rate of mixing in models … tail dependence in the copula function. Geometric rho-mixing is obtained under a weaker condition that permits both … of this kind. Geometric beta-mixing is established under a rather strong sucient condition that rules out asymmetry and …

in stationary Markov chains using copula functions. We obtain conditions that imply a geometric rate of mixing in models … and tail dependence in the copula function. Rho-mixing, which implies a geometric rate of alpha-mixing, is obtained under … of this kind. A geometric rate of beta-mixing is shown to obtain under a rather strong condition that rules out asymmetry …