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Cited article:
Martial Longla
ESAIM: PS, 18 (2014) 570-583
Published online: 2014-10-10
This article has been cited by the following article(s):
On mixtures of copulas and mixing coefficients
Martial Longla
Journal of Multivariate Analysis 139 259 (2015)
DOI: 10.1016/j.jmva.2015.03.009
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Evaluation of Housing Price Control Policies Based on a Sensitivity Analysis and Nonstationary Markov Chain Simulation: Empirical Evidence from China
Chang Liu, Dongtao Lin, Jijia Fan, Xiaosu Li and Pan Chen
Emerging Markets Finance and Trade 57 (2) 311 (2021)
DOI: 10.1080/1540496X.2018.1517644
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Perturbations of copulas and mixing properties
Martial Longla, Fidel Djongreba Ndikwa, Mathias Nthiani Muia and Patrice Soh Takam
Journal of the Korean Statistical Society 51 (1) 149 (2022)
DOI: 10.1007/s42952-021-00133-5
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On some basic features of strictly stationary, reversible Markov chains
Richard C. Bradley
Journal of Time Series Analysis 42 (5-6) 499 (2021)
DOI: 10.1111/jtsa.12583
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Dependence and mixing for perturbations of copula-based Markov chains
Martial Longla, Mathias Muia Nthiani and Fidel Djongreba Ndikwa
Statistics & Probability Letters 180 109239 (2022)
DOI: 10.1016/j.spl.2021.109239
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On Some Mixing Properties of Copula-Based Markov Chains
Martial Longla, Hamadou Mous-Abou and Isidore Seraphin Ngongo
Journal of Statistical Theory and Applications 21 (3) 131 (2022)
DOI: 10.1007/s44199-022-00045-1
See this article