Date of Award
1-1-2025
Document Type
Dissertation
Degree Name
Ph.D. in Mathematics
First Advisor
Martial Longla
Second Advisor
Xin Dang
Third Advisor
Hailin Sang
School
University of Mississippi
Relational Format
dissertation/thesis
Abstract
This dissertation explores continuous-state stationary reversible Markov chains generated by a new family of absolutely continuous symmetric copulas that have square-integrable densities. We examine and define parameter estimation techniques for the Markov chains generated by the new family of copulas and different marginals. Furthermore, we provide the joint limiting distributions and confidence intervals/regions of these estimators. We also look into the parameter estimation and it’s limiting distributions for bivariate independent data generated by the new family of copula and various marginal distributions. A simulation study using R is proposed to support our findings.
Recommended Citation
Siddiqua, Sahifa, "Large Sample Theory for Some New Copula-Based Models" (2025). Electronic Theses and Dissertations. 3389.
https://egrove.olemiss.edu/etd/3389