Copula-based Markov models for time series : parametric inference and process control / Li-Hsien Sun, Xin-Wei Huang, Mohammed S. Alqawba, Jong-Min Kim, Takeshi Emura.
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 tex...
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Bibliographic Details
| Main Authors: |
Sun, Li-Hsien
(Author),
Huang, Xin-Wei
(Author),
Alqawba, Mohammed S.
(Author),
Kim, Jong-min
(Author),
Emura, Takeshi
(Author) |
|---|
| Format: | eBook
|
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| Language: | English |
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| Published: |
Singapore :
Springer,
2020.
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| Series: | SpringerBriefs in statistics. JSS research series in statistics.
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| Subjects: | |
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| Online Access: | Click for online access
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