Perturbations of copulas and mixing properties
Tóm tắt
This paper explores the impact of perturbations of copulas on the dependence properties of the Markov chains they generate. We consider Markov chains generated by perturbations of copulas. Results are provided for the mixing coefficients
$$\beta _n$$
,
$$\psi _n$$
and
$$\phi _n$$
. Several results on mixing for the considered perturbations are provided. New copula functions are provided in connection with perturbations of variables that induce other types of perturbation of copulas not considered in the literature.
Tài liệu tham khảo
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