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
Keywords :
Markov chain , Model selection , Pseudo-likelihood ratio , mixing , Copula , Two-stage estimation
Journal title :
Journal of Statistical Planning and Inference
Journal title :
Journal of Statistical Planning and Inference