ARCHIMEDEAN COPULAS AND TEMPORAL DEPENDENCE
研究了由阿基米德连接函数生成的平稳马尔可夫链的依赖性质，在简单正则条件下证明了生成函数在零和一的规则变化意味着链的几何遍历性，并验证了常用阿基米德连接函数的假设。
We study the dependence properties of stationary Markov chains generated by Archimedean copulas. Under some simple regularity conditions, we show that regular variation of the Archimedean generator at zero and one implies geometric ergodicity of the associated Markov chain. We verify our assumptions for a range of Archimedean copulas used in applications.