Copulas, Chaotic Processes and Time Series: a Survey
نویسندگان
چکیده
منابع مشابه
Copulas, Chaotic Processes and Time Series: a Survey
In this work we summarize some of recent and classical results on the role played by copulas in the analysis of chaotic processes and univariate time series. We review some aspects of the copulas related to chaotic process, its properties and applications. We also present a review on classical and modern approaches to understand the relationship among random variables in Markov processes as wel...
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ژورنال
عنوان ژورنال: The São Paulo Journal of Mathematical Sciences
سال: 2014
ISSN: 2316-9028,1982-6907
DOI: 10.11606/issn.2316-9028.v8i2p241-264