Flexible stationary diffusion-type models are developed that can fit both the marginal distribution and the correlation structure found in many time series from, for example, finance and turbulence.

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Copulas are functions that enable the construction of multivariate probability distributions by binding together univariate marginal distributions. Central to probability theory, they allow ...

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We study the properties of the set of marginal distributions of infinite translation-invariant systems in the two-dimensional square lattice. In cases where the local variables can only take a small ...