Copula-based Markov models for time series : parametric inference and process control /: parametric inference and process control. (2020)
- Record Type:
- Book
- Title:
- Copula-based Markov models for time series : parametric inference and process control /: parametric inference and process control. (2020)
- Main Title:
- Copula-based Markov models for time series : parametric inference and process control
- Further Information:
- Note: Li-Hsien Sun, Xin-Wei Huang, Mohammed S. Alqawba, Jong-Min Kim, Takeshi Emura.
- Contents:
- 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.
- Publisher Details:
- Singapore : Springer
- Publication Date:
- 2020
- Extent:
- 1 online resource
- Subjects:
- 519.5/35
Copulas (Mathematical statistics)
Markov processes
Time-series analysis
Electronic books
Electronic books - Languages:
- English
- ISBNs:
- 9789811549984
9811549982 - Related ISBNs:
- 9811549974
9789811549977 - Notes:
- Note: Includes bibliographical references and index.
- Access Rights:
- Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
- Access Usage:
- Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library HMNTS - ELD.DS.524701
- Ingest File:
- 03_119.xml