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.

翻译：本文研究了通过参数化边缘分布及给定Copula族来构造具有预定协方差衰减特性的随机过程问题。我们证明了所提方法具有无相容性约束的特性，并通过多个实例（包括重要的高斯Copula族与欧几里得Copula族）阐释该理论。最后将该理论与常见的时间序列应用模型建立了关联。