Copula-Based Markov Models for Time Series : Parametric Inference and Process Control / Li-Hsien Sun ... [et al.]
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| Titolo: |
Copula-Based Markov Models for Time Series : Parametric Inference and Process Control / Li-Hsien Sun ... [et al.]
|
| Pubblicazione: | Singapore, : Springer, 2020 |
| Titolo uniforme: | Copula-Based Markov Models for Time Series |
| Descrizione fisica: | xvi, 131 p. : ill. ; 24 cm |
| Soggetto topico: | 62-XX - Statistics [MSC 2020] |
| 62F15 - Bayesian inference [MSC 2020] | |
| 62H05 - Characterization and structure theory for multivariate probability distributions; copulas [MSC 2020] | |
| 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] | |
| 62P20 - Applications of statistics to economics [MSC 2020] | |
| 93C95 - Application models in control theory [MSC 2020] | |
| Soggetto non controllato: | Copula |
| Markov Chains | |
| Maximum likelihood estimator | |
| Serial Correlation | |
| Serial Dependence | |
| Statistical process control | |
| Persona (resp. second.): | Sun, Li-Hsien |
| Titolo autorizzato: | Copula-Based Markov Models for Time Series |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | VAN0250100 |
| Lo trovi qui: | Univ. Vanvitelli |
| Localizzazioni e accesso elettronico | http://doi.org/10.1007/978-981-15-4998-4 |
| Opac: | Controlla la disponibilità qui |
Serie:
SpringerBriefs in Statistics. JSS research series in statistics Berlin [etc.] . -Springer