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math.PR2021
Perturbations of copulas and Mixing properties
Martial Longla, Fidel Djongreba Ndikwa, Mathias Muia Nthiani +1
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 perturbed copulas…
math.PR2015★ 1 cited
On kernel estimators of density for reversible Markov chains
Martial Longla, Magda Peligrad, Hailin Sang
In this paper we investigate the kernel estimator of the density for a stationary reversible Markov chain. The proofs are based on a new central limit theorem for a triangular arra…
math.PR2012
Remarks on the speed of convergence of mixing coefficients and applications
Martial Longla
In this paper, we study dependence coefficients for copula-based Markov chains. We provide new tools to check the convergence rates of mixing coefficients of copula-based Markov ch…