Copula-Based Markov Models for Time Series: Parametric Inference and Process Control - Brossura

Sun, Li-Hsien; Huang, Xin-Wei; Alqawba, Mohammed S.; Kim, Jong-Min; Emura, Takeshi

 
9789811549977: Copula-Based Markov Models for Time Series: Parametric Inference and Process Control
Brossura
ISBN 10: 9811549974 ISBN 13: 9789811549977
Casa editrice: Springer, 2020

Sinossi

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.

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Informazioni sull?autore



Li-Hsien Sun,  National Central University


Xin-Wei Huang, National Chiao Tung University

Mohammed S. Alqawba, Qassim University

Jong-Min Kim, University of Minnesota at Morris

Takeshi Emura, Chang Gung University

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Editore
Springer
Data di pubblicazione
2020
Lingua
Inglese
ISBN 10 
9811549974
ISBN 13 
9789811549977
Rilegatura
Copertina flessibile
Numero edizione
1
Numero di pagine
148
Contatto del produttore
Springer Nature Customer Service Center GmbH
ProductSafety@springernature.com

Europaplatz 3,69115 Heidelberg, Germany
Heidelberg
69115
Germania

Altre edizioni note dello stesso titolo

9789811549991: Copula-Based Markov Models for Time Series: Parametric Inference and Process Control

Edizione in evidenza

ISBN 10:  9811549990 ISBN 13:  9789811549991
Casa editrice: Springer, 2020
Brossura