Jan Gorecki,
Jan Górecki,
Ostap Okhrin
Hierarchical Archimedean Copulas
Paperback Engels 2024 9783031563362Levertijd ongeveer 9 werkdagen
Gratis verzonden
Samenvatting
This book offers a thorough understanding of Hierarchical Archimedean Copulas (HACs) and their practical applications. It covers the basics of copulas, explores the Archimedean family, and delves into the specifics of HACs, including their fundamental properties. The text also addresses sampling algorithms, HAC parameter estimation, and structure, and highlights temporal models with applications in finance and economics. The final chapter introduces R, MATLAB, and Octave toolboxes for copula modeling, enabling students, researchers, data scientists, and practitioners to model complex dependence structures and make well-informed decisions across various domains.
Specificaties
ISBN13:9783031563362
Taal:Engels
Bindwijze:paperback
Uitgever:Springer Nature Switzerland
Lezersrecensies
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Inhoudsopgave
<p>Preface.- 1 Copulas.- 2 Archimedean Copulas.- 3 Construction.- 4 Properties.- 5 Sampling.- 6 Estimation.- 7 Temporal Models and their Applications.- 8 Software.</p>
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