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- W1966781639 abstract "In this work we derive the copulas related to Manneville-Pomeau processes. We examine both bidimensional and multidimensional cases and derive some properties for the related copulas. Computational issues, approximations and random variate generation problems are addressed and simple numerical experiments to test the approximations developed are also performed. In particular, we propose an approximation to the copulas derived which we show to converge uniformly to the true copula. To illustrate the usefulness of the theory, we derive a fast procedure to estimate the underlying parameter in Manneville-Pomeau processes." @default.
- W1966781639 created "2016-06-24" @default.
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- W1966781639 date "2011-09-12" @default.
- W1966781639 modified "2023-09-27" @default.
- W1966781639 title "Copulas Related to Manneville-Pomeau Processes" @default.
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