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...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
De Gruyter
2025-08-01
|
| Series: | Dependence Modeling |
| Subjects: | |
| Online Access: | https://doi.org/10.1515/demo-2025-0015 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|