Comparative Study of Estimation Methods for a New Family of Copula-Based Reversible Markov Chains
This work explores continuous state–space stationary reversible Markov chains generated by a new family of absolutely continuous symmetric copulas that have piecewise constant densities. We compare three parameter estimation techniques for the Markov chains generated by these copulas. Furthermore, w...
Sábháilte in:
| Príomhchruthaitheoirí: | , |
|---|---|
| Formáid: | Artigo |
| Teanga: | Inglês |
| Foilsithe / Cruthaithe: |
MDPI AG
2025-11-01
|
| Sraith: | Mathematics |
| Ábhair: | |
| Rochtain ar líne: | https://www.mdpi.com/2227-7390/13/22/3661 |
| Clibeanna: |
Níl clibeanna ann, Bí ar an gcéad duine le clib a chur leis an taifead seo!
|