Copula-Based Markov Models for Time Series

Language: English

Published by Springer, Palgrave Macmillan Jul 2020, 2020

9811549974 / 9789811549977

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This item is printed on demand - Print on Demand Titel. Neuware -This book provides statistical methodologies for time series data, focusing on copula-based Markov chain models for serially correlated time series. It also includes data examples from economics, engineering, finance, sport and other disciplines to illustrate the methods presented. An accessible textbook for students in the fields of economics, management, mathematics, statistics, and related fields wanting to gain insights into the statistical analysis of time series data using copulas, the book also features stand-alone chapters to appeal to researchers.As the subtitle suggests, the book highlights parametric models based on normal distribution, t-distribution, normal mixture distribution, Poisson distribution, and others. Presenting likelihood-based methods as the main statistical tools for fitting the models, the book details the development of computing techniques to find the maximum likelihood estimator. It also addresses statistical process control, as well as Bayesian and regression methods. Lastly, to help readers analyze their data, it provides computer codes (R codes) for most of the statistical methods.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 148 pp. Englisch.…

Seller Inventory # 9789811549977

Title
Copula-Based Markov Models for Time Series
Author
Li-Hsien Sun
Publisher
Springer, Palgrave Macmillan Jul 2020
Publication year
2020
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
9811549974
ISBN 13
9789811549977
Item weight
236 grams
Dimensions
235x155x9 mm

buchversandmimpf2000

Emtmannsberg, BAYE, Germany

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