Copula-Based Markov Models for Time Series: Parametric Inference and Process Control free ebook download.

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

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Mathematics

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Catalogue

Author(s):	Li-Hsien Sun

Date:	2020	Format:	PDF,EPUB	Language:	English	ISBN/ASIN:	9811549974
Pages:	1	OCR:		Quality:		ISBN13:
Uploader:	eternal	Upload Date:	7/2/2020 7:18:32 PM

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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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Links Table

	Title	Link	Password	Size (MB)	Thank to	Inform Admin
2815694	Book	https://tezfiles.com/file/f1d6c64c19597...		3.96	eternal
2815695	Book	https://tezfiles.com/file/535e26b40bf51...		12.41	eternal

Tags: Control Copula-Based Inference Markov Models Parametric Process Time

Title	Link	Password	Size	Reason

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