Title of article
Modeling statistical dependence of Markov chains via copula models
Author/Authors
Fentaw Abegaz، نويسنده , , U.V. Naik-Nimbalkar، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2008
Pages
16
From page
1131
To page
1146
Keywords
Markov chain , Model selection , Pseudo-likelihood ratio , mixing , Copula , Two-stage estimation
Journal title
Journal of Statistical Planning and Inference
Serial Year
2008
Journal title
Journal of Statistical Planning and Inference
Record number
220686
Link To Document