Hierarchical Archimedean Copulas / / by Jan Górecki, Ostap Okhrin
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| Autore: |
Górecki Jan
|
| Titolo: |
Hierarchical Archimedean Copulas / / by Jan Górecki, Ostap Okhrin
|
| Pubblicazione: | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2024 |
| Edizione: | 1st ed. 2024. |
| Descrizione fisica: | 1 online resource (128 pages) |
| Disciplina: | 519.5 |
| Soggetto topico: | Statistics |
| Probabilities | |
| Statistics - Computer programs | |
| Statistical Theory and Methods | |
| Statistics in Business, Management, Economics, Finance, Insurance | |
| Probability Theory | |
| Statistical Software | |
| Altri autori: |
OkhrinOstap
|
| Nota di contenuto: | Preface -- 1 Copulas -- 2 Archimedean Copulas -- 3 Construction -- 4 Properties -- 5 Sampling -- 6 Estimation -- 7 Temporal Models and their Applications -- 8 Software. |
| Sommario/riassunto: | 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. |
| Titolo autorizzato: | Hierarchical Archimedean Copulas |
| ISBN: | 9783031563379 |
| 3031563379 | |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910861088803321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
SpringerBriefs in Applied Statistics and Econometrics, . 2524-4124