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Cited article:

ON SOME POSSIBLE COMBINATIONS OF MIXING RATES FOR STRICTLY STATIONARY, REVERSIBLE MARKOV CHAINS

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Rocky Mountain Journal of Mathematics 54 (2) (2024)
https://doi.org/10.1216/rmj.2024.54.387

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)
https://doi.org/10.1007/s42952-021-00133-5

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)
https://doi.org/10.1016/j.spl.2021.109239

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)
https://doi.org/10.1007/s44199-022-00045-1

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)
https://doi.org/10.1080/1540496X.2018.1517644

On some basic features of strictly stationary, reversible Markov chains

Richard C. Bradley
Journal of Time Series Analysis 42 (5-6) 499 (2021)
https://doi.org/10.1111/jtsa.12583