Copula Analysis of Temporal Dependence Structure in Markov Modulated Poisson Process and Its Applications

Fang Dong, Kui Wu, Venkatesh Srinivasan. Copula Analysis of Temporal Dependence Structure in Markov Modulated Poisson Process and Its Applications. TOMPECS, 2(3), 2017. [doi]

Authors

Fang Dong

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Kui Wu

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Venkatesh Srinivasan

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