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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 inc
Copulas and Their Applications in Water Resources Engineering
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Illustration of copula theory with detailed real-world case study examples in the fields of hydrology and water resources engineering.
Hidden Markov Models for Time Series
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Hidden Markov Models for Time Series: An Introduction Using R, Second Edition illustrates the great flexibility of hidden Markov models (HMMs) as general-purpos
Handbook of Financial Time Series
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The Handbook of Financial Time Series gives an up-to-date overview of the field and covers all relevant topics both from a statistical and an econometrical poin
An Introduction to High-Frequency Finance
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Liquid markets generate hundreds or thousands of ticks (the minimum change in price a security can have, either up or down) every business day. Data vendors suc