Business & Money | Economics
Copula-Based Markov Models for Time Series
by Li-Hsien Sun 2020-09-16 11:18:08
image1
COMPARE PRICE
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 i... Read more
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. Less
  • Publication date
  • Language
  • ISBN
  • July 1, 2020
  • eng
  • 9789811549984
autor-image
Li-Hsien Sun
Author
Li-Hsien Sun,  National Central UniversityXin-Wei Huang, National Chiao Tung UniversityMohammed S. Alqawba, Qassim UniversityJong-Min Kim, University of Minnesota at MorrisTak...
Compare Prices
image
PDF (drm free, digitally watermarked)
Buy USD 59.99
Available Discount
12 % OFF
12% off Academic Book Titles (ebooks.com)
Show Coupon Code

See More Details

Description: Back to School Promotion at eBooks.com. 12% off Academic book titles. Landing page is on our academics category page. Static image.

10 % OFF
Save 10% OFF on Student Text Books (ebooks.com)
Show Coupon Code

See More Details

Description: Purchase textbooks at student discounts!

20 % OFF
20% Off on selected Categories
Show Coupon Code

See More Details

Description: 20% Off these Categories- Body Mind & Spirit, Family & Relationships, Foreign Language Study, History, Sports & Recreation. Offer Lasts all through January.

Related Books
view all
image1
Frenzied Finance: The Crime of Amalgamated:
image1
The Theory of the Leisure Class:
image1
The Institutional Foundations of East Asian Economic Development:
image1
Supply and Demand:
image1
Management and Planning in the Leisure Industries:
image1
Principles of Islamic Accounting:
image1
An Example of Communal Currency: The Facts About the Guernsey Market House:
image1
Indian Currency and Finance:
image1
Learning and Technological Change:
image1
Four Introductory Lectures on Political Economy:
image1
Migration of Financial Resources to Developing Countries:
image1
The Bitcoin Standard:
image1
Wiley Interpretation and Application of IFRS Standards:
image1
Tools für Projektmanagement, Workshops und Consulting:
image1
The Rise and Fall of Revenue Farming:
image1
Initiating, Managing and Sustaining Strategic Change:
image1
The Economic Consequences of the Peace:
image1
An Inquiry Into the Nature and Causes of the Wealth of Nations:
image1
John Douglas's Guide to Landing a Career in Law Enforcement:
image1
A Revision of the Treaty; Being a Sequel of The Economic Consequence of the Peace:
image1
On The Principles of Political Economy and Taxation:
image1
External Finance and Adjustment:
image1
Real Estate Development - 4th Edition:
image1
International Finance:
image1
Creative Economy:

Stay in touch.

© 2024 AMPLE READS