LEADER 00883nam0-2200277 --450 001 9910479546003321 005 20210628090954.0 017 70$a537028$2U 020 $aIT$b1926 3353 100 $a20210628d1925----kmuy0itay5050 ba 101 $aita 102 $aIT 105 $a 001yy 200 1 $a<>canto 30. del Paradiso$eletto da Paolo Savj-Lopez nella sala di Dante in Orsanmichele [il dì 24. di marzo 1904.] 210 $aFirenze$cG. C. Sansoni$dstampa 1925$eFirenze$gTip. L'arte della stampa, Succ. Landi 215 $a35 p.$d25 cm. 225 1 $aLectura Dantis 517 1 $aˆIl ‰canto trentesimo del Paradiso 700 1$aSavj-Lopez,$bPaolo$0159043 801 0$aIT$bUNINA$gREICAT$2UNIMARC 901 $aBK 912 $a9910479546003321 952 $a3/X F 4(30)$b9494$fFLFBC 959 $aFLFBC 996 $aCanto 30. del Paradiso$9132687 997 $aUNINA LEADER 04170nam 22006015 450 001 996418260803316 005 20200703002658.0 010 $a981-15-4998-2 024 7 $a10.1007/978-981-15-4998-4 035 $a(CKB)4100000011325572 035 $a(DE-He213)978-981-15-4998-4 035 $a(MiAaPQ)EBC6247256 035 $a(PPN)25830507X 035 $a(EXLCZ)994100000011325572 100 $a20200701d2020 u| 0 101 0 $aeng 135 $aurnn|008mamaa 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aCopula-Based Markov Models for Time Series$b[electronic resource] $eParametric Inference and Process Control /$fby Li-Hsien Sun, Xin-Wei Huang, Mohammed S. Alqawba, Jong-Min Kim, Takeshi Emura 205 $a1st ed. 2020. 210 1$aSingapore :$cSpringer Singapore :$cImprint: Springer,$d2020. 215 $a1 online resource (XVI, 131 p. 34 illus., 11 illus. in color.) 225 1 $aJSS Research Series in Statistics,$x2364-0057 311 $a981-15-4997-4 320 $aIncludes bibliographical references and index. 327 $aChapter 1 Overview of the book with data examples. -Chapter 2 Copula and Markov models -- Chapter 3 Estimation, model diagnosis, and process control under the normal model -- Chapter 4 Estimation under the normal mixture model for financial time series data -- Chapter 5 Bayesian estimation under the t-distribution for financial time series data -- Chapter 6 Control charts of mean and variance using copula Markov SPC and conditional distribution by copula -- Chapter 7 Copula Markov models for count series with excess zeros. 330 $aThis book provides statistical methodologies for time series data, focusing on copula-based Markov chain models for serially correlated time series. It also includes data examples from economics, engineering, finance, sport and other disciplines to illustrate the methods presented. An accessible textbook for students in the fields of economics, management, mathematics, statistics, and related fields wanting to gain insights into the statistical analysis of time series data using copulas, the book also features stand-alone chapters to appeal to researchers. As the subtitle suggests, the book highlights parametric models based on normal distribution, t-distribution, normal mixture distribution, Poisson distribution, and others. Presenting likelihood-based methods as the main statistical tools for fitting the models, the book details the development of computing techniques to find the maximum likelihood estimator. It also addresses statistical process control, as well as Bayesian and regression methods. Lastly, to help readers analyze their data, it provides computer codes (R codes) for most of the statistical methods. 410 0$aJSS Research Series in Statistics,$x2364-0057 606 $aStatistics  606 $aBioinformatics 606 $aStatistics for Business, Management, Economics, Finance, Insurance$3https://scigraph.springernature.com/ontologies/product-market-codes/S17010 606 $aBioinformatics$3https://scigraph.springernature.com/ontologies/product-market-codes/L15001 606 $aStatistical Theory and Methods$3https://scigraph.springernature.com/ontologies/product-market-codes/S11001 615 0$aStatistics . 615 0$aBioinformatics. 615 14$aStatistics for Business, Management, Economics, Finance, Insurance. 615 24$aBioinformatics. 615 24$aStatistical Theory and Methods. 676 $a519.535 700 $aSun$b Li-Hsien$4aut$4http://id.loc.gov/vocabulary/relators/aut$01016392 702 $aHuang$b Xin-Wei$4aut$4http://id.loc.gov/vocabulary/relators/aut 702 $aAlqawba$b Mohammed S$4aut$4http://id.loc.gov/vocabulary/relators/aut 702 $aKim$b Jong-Min$4aut$4http://id.loc.gov/vocabulary/relators/aut 702 $aEmura$b Takeshi$4aut$4http://id.loc.gov/vocabulary/relators/aut 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a996418260803316 996 $aCopula-Based Markov Models for Time Series$92377956 997 $aUNISA