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Convolution copula econometrics [[electronic resource] /] / by Umberto Cherubini, Fabio Gobbi, Sabrina Mulinacci
| Convolution copula econometrics [[electronic resource] /] / by Umberto Cherubini, Fabio Gobbi, Sabrina Mulinacci |
| Autore | Cherubini Umberto |
| Edizione | [1st ed. 2016.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 |
| Descrizione fisica | 1 online resource (X, 90 p. 31 illus., 30 illus. in color.) |
| Disciplina | 332.015195 |
| Collana | SpringerBriefs in Statistics |
| Soggetto topico |
Statistics
Probabilities Econometrics Applied mathematics Engineering mathematics Statistics for Business, Management, Economics, Finance, Insurance Probability Theory and Stochastic Processes Statistical Theory and Methods Applications of Mathematics |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface -- The Dynamics of Economic Variables -- Estimation of Copula Models -- Copulas and Estimation of Markov Processes -- Copula-based Markov Processes: Estimation, Mixing Properties and Long-term Behavior -- Convolution-based Processes -- Application to Interest Rates. . |
| Record Nr. | UNINA-9910155297503321 |
Cherubini Umberto
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Marshall Olkin Distributions - Advances in Theory and Applications [[electronic resource] ] : Bologna, Italy, October 2013 / / edited by Umberto Cherubini, Fabrizio Durante, Sabrina Mulinacci
| Marshall Olkin Distributions - Advances in Theory and Applications [[electronic resource] ] : Bologna, Italy, October 2013 / / edited by Umberto Cherubini, Fabrizio Durante, Sabrina Mulinacci |
| Edizione | [1st ed. 2015.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 |
| Descrizione fisica | 1 online resource (126 p.) |
| Disciplina | 519.24 |
| Collana | Springer Proceedings in Mathematics & Statistics |
| Soggetto topico |
Statistics
Applied mathematics Engineering mathematics Econometrics Statistical Theory and Methods Applications of Mathematics Statistics for Business, Management, Economics, Finance, Insurance |
| ISBN | 3-319-19039-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | A Survey of Dynamic Representations and Generalizations of the Marshall–Olkin Distribution German Bernhart, Lexuri Fernández, Jan-Frederik Mai, Steffen Schenk , and Matthias Scherer -- Copulas Based on Marshall–Olkin Machinery by Fabrizio Durante and Stéphane Girard, and Gildas Mazo -- The mean of Marshall–Olkin dependent exponential random by Lexuri Fernández and Jan-Frederik Mai and Matthias Scherer -- General Marshall-Olkin Models, Dependence Orders and Comparisons of Environmental Processes by Esther Frostig and Franco Pellerey -- Marshall-Olkin Machinery and Power Mixing: the Mixed Generalized Marshall-Olkin Distribution by Sabrina Mulinacci -- Extended Marshall-Olkin Model and Its Dual Version by Jayme Pinto and Nikolai Kolev. |
| Record Nr. | UNINA-9910299771103321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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