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...
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| Principais autores: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
MDPI AG
2025-11-01
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| coleção: | Mathematics |
| Assuntos: | |
| Acesso em linha: | https://www.mdpi.com/2227-7390/13/22/3661 |
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