Téléchargez le livre : Copula-Based Markov Models for Time Series

Copula-Based Markov Models for Time Series

Parametric Inference and Process Control de

Éditeur :

Springer


Collection :

SpringerBriefs in Statistics

Paru le : 2020-07-01

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Description

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.
Pages
131 pages
Collection
SpringerBriefs in Statistics
Parution
2020-07-01
Marque
Springer
EAN papier
9789811549977
EAN PDF
9789811549984
Informations sur l'ebook
Nombre pages copiables
1
Nombre pages imprimables
13
Taille du fichier
4096 Ko
Prix
63,29 €
EAN EPUB
9789811549984
Informations sur l'ebook
Nombre pages copiables
1
Nombre pages imprimables
13
Taille du fichier
12370 Ko
Prix
63,29 €

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