A point on discrete versus continuous state-space Markov chains
This article investigates the effects of discrete marginal distributions on copula-based Markov chains. We establish results on mixing properties and parameter estimation for a copula-based Markov chain model with Bernoulli(pp) marginal distributions, emphasizing some distinctions between continuous...
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| Principais autores: | , |
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| Format: | Artigo |
| Sprog: | Inglês |
| Udgivet: |
De Gruyter
2025-08-01
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| Serier: | Dependence Modeling |
| Fag: | |
| Online adgang: | https://doi.org/10.1515/demo-2025-0015 |
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