Copulas, m-dependence, and Markov chains

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Authors: Martial Longla
DOI: 10.1007/s11749-026-01003-0
Cited by: 1
References: 16

Abstract

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.

Fields of Study & Subjects

Probability and Risk Models Advanced Queuing Theory Analysis Statistical Methods and Inference

Publication details

Journal / source
Test
Publisher
Springer Science and Business Media LLC
Volume
35
Issue
2
Pages
406–439
Publication date
21 February 2026
Language
EN