Work

Copulas, m-dependence, and Markov chains

Year: 2026

Type: article

Abstract: We embrace the notions of m -dependence and Markov chains in the setup of copulas to derive new families of copulas that generate m -dependent Markov chains. We characterize, in general, the copula of an m -dependent Markov chain, providing necessary and sufficient conditions for a copula to generate m -dependent Markov chains using the theory of nilpotent operators on separable Hilbert spaces. We also provide central limit theorems for estimates of the population mean and variance of functions of the m -dependent Markov chains.

Source: Test

DOI: 10.1007/s11749-026-01003-0

Author: Martial Longla

Institution: University of Mississippi

Language: English

Topic: Probability and Statistical Research

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: hybrid

Estimated APC paid: $3,190

Funder: University of Mississippi