Copula-Based Markov Models for Time Series: Parametric Inference and Process Control (JSS Research Series in Statistics) - Softcover

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 (JSS Research Series in Statistics)
Softcover
ISBN 10: 9811549974 ISBN 13: 9789811549977
Verlag: Springer, 2020

Inhaltsangabe

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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Über die Autorin bzw. den Autor



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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Verlag
Springer
Erscheinungsdatum
2020
Sprache
Englisch
ISBN 10 
9811549974
ISBN 13 
9789811549977
Einband
Taschenbuch
Auflage
1
Anzahl der Seiten
148
Kontakt zum Hersteller
ProductSafety@springernature.com
ProductSafety@springernature.com

Poststr. 9
Darmstadt
64293
Deutschland

Weitere beliebte Ausgaben desselben Titels

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

Vorgestellte Ausgabe

ISBN 10:  9811549990 ISBN 13:  9789811549991
Verlag: Springer, 2020
Softcover