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

Sun, Li-Hsien; Huang, Xin-Wei; Alqawba, Mohammed S.

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

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Synopsis

Chapter 1 Overview of the book with data examples. -Chapter 2 Copula and Markov models.- Chapter 3 Estimation, model diagnosis, and process control under the normal model.- Chapter 4 Estimation under the normal mixture model for financial time series data.- Chapter 5 Bayesian estimation under the t-distribution for financial time series data.- Chapter 6 Control charts of mean and variance using copula Markov SPC and conditional distribution by copula.- Chapter 7 Copula Markov models for count series with excess zeros.


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Other Popular Editions of the Same Title

9789811549977: Copula-Based Markov Models for Time Series: Parametric Inference and Process Control (SpringerBriefs in Statistics)

Featured Edition

ISBN 10:  9811549974 ISBN 13:  9789811549977
Publisher: Springer, 2020
Softcover