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math.ST2026
Uniform Asymptotic Theory for Local Likelihood Estimation of Covariate-Dependent Copula Parameters
Mathias Nthiani Muia
Conditional copula models allow dependence structures to vary with observed covariates while preserving a separation between marginal behavior and association. We study the uniform…
math.ST2025
A Point on Discrete versus Continuous State-Space Markov Chains
Mathias N. Muia, Martial Longla
This paper examines the impact of discrete marginal distributions on copula-based Markov chains. We present results on mixing and parameter estimation for a copula-based Markov cha…