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Copula-Based Markov Models for Time Series
Language: en
Pages: 141
Authors: Li-Hsien Sun
Categories: Business & Economics
Type: BOOK - Published: 2020-07-01 - Publisher: Springer Nature

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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
Language: en
Pages: 621
Authors: Lan Zhang
Categories: Mathematics
Type: BOOK - Published: 2019-01-10 - Publisher: Cambridge University Press

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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
Language: en
Pages: 370
Authors: Walter Zucchini
Categories: Mathematics
Type: BOOK - Published: 2017-12-19 - Publisher: CRC Press

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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
Language: en
Pages: 1045
Authors: Torben Gustav Andersen
Categories: Business & Economics
Type: BOOK - Published: 2009-04-21 - Publisher: Springer Science & Business Media

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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
Hidden Markov and Other Models for Discrete- valued Time Series
Language: en
Pages: 256
Authors: Iain L. MacDonald
Categories: Mathematics
Type: BOOK - Published: 1997-01-01 - Publisher: CRC Press

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Discrete-valued time series are common in practice, but methods for their analysis are not well-known. In recent years, methods have been developed which are sp