Parameterization of Copulas and Covariance Decay of Stochastic Processes
  In this work we study the problem of constructing stochastic processes with a predetermined covariance decay by parameterizing its marginals and a given family of copulas. We show that the proposed methodology is compatibility-free and present several examples to illustrate the theory, including the important Gaussian and Euclidean families of copulas. We associate the theory to common applied time series models. 
Guilherme Pumi and S\'ilvia R. C. Lopes
math.ST stat.AP stat.CO stat.OT stat.TH