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Convolution copula econometrics / Umberto Cherubini, Fabio Gobbi, Sabrina Mulinacci
| Convolution copula econometrics / Umberto Cherubini, Fabio Gobbi, Sabrina Mulinacci |
| Autore | Cherubini, Umberto |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | X, 90 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Gobbi, Fabio
Mulinacci, Sabrina |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62M05 - Markov processes: estimation; hidden Markov models [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] 62H20 - Measures of association (correlation, canonical correlation, etc.) [MSC 2020] |
| Soggetto non controllato |
Autoregressive process
Convolution-based process Copula functions Econometrics Interest Rates Long memory time series Markov process Stochastic processes Time Series Analysis |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0114588 |
Cherubini, Umberto
|
||
| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Convolution copula econometrics / Umberto Cherubini, Fabio Gobbi, Sabrina Mulinacci
| Convolution copula econometrics / Umberto Cherubini, Fabio Gobbi, Sabrina Mulinacci |
| Autore | Cherubini, Umberto |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | X, 90 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Gobbi, Fabio
Mulinacci, Sabrina |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62H20 - Measures of association (correlation, canonical correlation, etc.) [MSC 2020] 62M05 - Markov processes: estimation; hidden Markov models [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] |
| Soggetto non controllato |
Autoregressive process
Convolution-based process Copula functions Econometrics Interest Rates Long memory time series Markov process Stochastic processes Time Series Analysis |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00114588 |
|
Cherubini, Umberto
|
||
| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Convolution copula econometrics / Umberto Cherubini, Fabio Gobbi, Sabrina Mulinacci
| Convolution copula econometrics / Umberto Cherubini, Fabio Gobbi, Sabrina Mulinacci |
| Autore | Cherubini, Umberto |
| Edizione | [[Cham] : Springer, 2016] |
| Pubbl/distr/stampa | X, 90 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Altri autori (Persone) |
Mulinacci, Sabrina
Gobbi, Fabio |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62M05 - Markov processes: estimation; hidden Markov models [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] 62H20 - Measures of association (correlation, canonical correlation, etc.) [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0114588 |
|
Cherubini, Umberto
|
||
| X, 90 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Marshall-Olkin distributions - Advances in theory and applications : Bologna, Italy, october 2013 / Umberto Cherubini, Fabrizio Durante, Sabrina Mulinacci editors
| Marshall-Olkin distributions - Advances in theory and applications : Bologna, Italy, october 2013 / Umberto Cherubini, Fabrizio Durante, Sabrina Mulinacci editors |
| Pubbl/distr/stampa | [Cham], : Springer, 2015 |
| Descrizione fisica | XV, 113 p. : ill. ; 24 cm |
| Soggetto topico |
91B05 - Risk models (general) [MSC 2020]
60E15 - Inequalities; stochastic orderings [MSC 2020] 60E05 - Probability distributions: general theory [MSC 2020] 91B70 - Stochastic models in economics [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 62H10 - Multivariate distribution of statistics [MSC 2020] |
| Soggetto non controllato |
Copulas
Credit risk Marshall-Olkin Distribution Quantitative Risk Management Tail Dependence |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113618 |
| [Cham], : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Marshall-Olkin distributions - Advances in theory and applications : Bologna, Italy, october 2013 / Umberto Cherubini, Fabrizio Durante, Sabrina Mulinacci editors
| Marshall-Olkin distributions - Advances in theory and applications : Bologna, Italy, october 2013 / Umberto Cherubini, Fabrizio Durante, Sabrina Mulinacci editors |
| Pubbl/distr/stampa | [Cham], : Springer, 2015 |
| Descrizione fisica | XV, 113 p. : ill. ; 24 cm |
| Soggetto topico |
60E05 - Probability distributions: general theory [MSC 2020]
60E15 - Inequalities; stochastic orderings [MSC 2020] 62H10 - Multivariate distribution of statistics [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91B05 - Risk models (general) [MSC 2020] 91B70 - Stochastic models in economics [MSC 2020] |
| Soggetto non controllato |
Copulas
Credit risk Marshall-Olkin Distribution Quantitative Risk Management Tail Dependence |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00113618 |
| [Cham], : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Marshall-Olkin distributions - Advances in theory and applications : Bologna, Italy, october 2013 / Umberto Cherubini, Fabrizio Durante, Sabrina Mulinacci editors
| Marshall-Olkin distributions - Advances in theory and applications : Bologna, Italy, october 2013 / Umberto Cherubini, Fabrizio Durante, Sabrina Mulinacci editors |
| Edizione | [[Cham] : Springer, 2015] |
| Pubbl/distr/stampa | XV, 113 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
91B05 - Risk models (general) [MSC 2020]
60E15 - Inequalities; stochastic orderings [MSC 2020] 60E05 - Probability distributions: general theory [MSC 2020] 91B70 - Stochastic models in economics [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 62H10 - Multivariate distribution of statistics [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0113618 |
| XV, 113 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||