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

Posted By: AvaxGenius
Copula-Based Markov Models for Time Series: Parametric Inference and Process Control

Copula-Based Markov Models for Time Series: Parametric Inference and Process Control by Li-Hsien Sun
English | PDF,EPUB | 2020 | 141 Pages | ISBN : 9811549974 | 16 MB

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.