On Dependence Structure of Copula-based Markov chains
  We consider dependence coefficients for stationary Markov chains. We emphasize on some equivalencies for reversible Markov chains. We improve some known results and provide a necessary condition for Markov chains based on Archimedean copulas to be exponential $\rho$-mixing. We analyze the example of the Mardia and Frechet copula families using small sets. 
Martial Longla
math.ST math.PR stat.TH