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Analyzing Dependent Data with Vine Copulas : A Practical Guide With R / Claudia Czado
| Analyzing Dependent Data with Vine Copulas : A Practical Guide With R / Claudia Czado |
| Autore | Czado, Claudia |
| Pubbl/distr/stampa | Cham, : Springer, 2019 |
| Descrizione fisica | xxix, 242 p. : ill. ; 24 cm |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62Hxx - Multivariate analysis [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] |
| Soggetto non controllato |
Bivariate copula
Case study Copulas Dependence measures Dependence modeling Dependent data Model selection Multivariate statistics Pair copula Pair copula decomposition Parameter estimation in copulas R package VineCopula Regular vine copula Simulating regular vine copulas Statistical inference for vine copulas Tail Dependence Vine copula based modeling Vine copulas |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0126725 |
Czado, Claudia
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| Cham, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Analyzing Dependent Data with Vine Copulas : A Practical Guide With R / Claudia Czado
| Analyzing Dependent Data with Vine Copulas : A Practical Guide With R / Claudia Czado |
| Autore | Czado, Claudia |
| Pubbl/distr/stampa | Cham, : Springer, 2019 |
| Descrizione fisica | xxix, 242 p. : ill. ; 24 cm |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62Hxx - Multivariate analysis [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] |
| Soggetto non controllato |
Bivariate copula
Case study Copulas Dependence measures Dependence modeling Dependent data Model selection Multivariate statistics Pair copula Pair copula decomposition Parameter estimation in copulas R package VineCopula Regular vine copula Simulating regular vine copulas Statistical inference Tail Dependence Vine copula based modeling Vine copulas |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00126725 |
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Czado, Claudia
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| Cham, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Bayesian Claims Reserving Methods in Non-life Insurance with Stan : an introduction / Guangyuan Gao
| Bayesian Claims Reserving Methods in Non-life Insurance with Stan : an introduction / Guangyuan Gao |
| Autore | Gao, Guangyuan |
| Pubbl/distr/stampa | Singapore, : Springer, 2018 |
| Descrizione fisica | xii, 205 p. : ill. ; 24 cm |
| Soggetto topico |
91B05 - Risk models (general) [MSC 2020]
62-XX - Statistics [MSC 2020] 62F15 - Bayesian inference [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] |
| Soggetto non controllato |
Basis expansion models
Bayesian claims reserving models Copulas Markov chain Monte Carlo methods Multivariate claims reserving model Non-life insurance claims reserving models Payments per claim incurred method Stan |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0125121 |
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Gao, Guangyuan
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| Singapore, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Bayesian Claims Reserving Methods in Non-life Insurance with Stan : an introduction / Guangyuan Gao
| Bayesian Claims Reserving Methods in Non-life Insurance with Stan : an introduction / Guangyuan Gao |
| Autore | Gao, Guangyuan |
| Pubbl/distr/stampa | Singapore, : Springer, 2018 |
| Descrizione fisica | xii, 205 p. : ill. ; 24 cm |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62F15 - Bayesian inference [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91B05 - Risk models (general) [MSC 2020] |
| Soggetto non controllato |
Basis expansion models
Bayesian claims reserving models Copulas Markov chain Monte Carlo methods Multivariate claims reserving model Non-life insurance claims reserving models Payments per claim incurred method Stan |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00125121 |
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Gao, Guangyuan
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| Singapore, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Blockchain and Cryptocurrencies
| Blockchain and Cryptocurrencies |
| Autore | Nadarajah Saralees |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
| Descrizione fisica | 1 online resource (158 p.) |
| Soggetto topico | Technology: general issues |
| Soggetto non controllato |
algorithms
ARIMA artificial neural network autoregression bitcoin Bitcoin blockchain Blockchain connectedness contagion effect Copulas correlations cryptocurrencies Cryptocurrencies cryptocurrency detrended cross-correlation analysis Digital Currencies efficient market hypothesis endogenous Ethereum exogenous variables Financial analysis fraud high frequency Hurst exponent impact liquidity market liquidity predictive modes regulation Risk management risks simulation spectral analysis spill overs spillover risks static forecast Student's-t survey time-frequency-dynamic time-series analysis |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557506503321 |
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Nadarajah Saralees
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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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 | ||
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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 | ||
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Modeling and stochastic learning for forecasting in high dimensions / Anestis Antoniadis, Jean-Michel Poggi, Xavier Brossat editors
| Modeling and stochastic learning for forecasting in high dimensions / Anestis Antoniadis, Jean-Michel Poggi, Xavier Brossat editors |
| Pubbl/distr/stampa | [Cham], : Springer, 2015 |
| Descrizione fisica | X, 339 p. : ill. ; 24 cm |
| Soggetto topico |
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020]
00A69 - General applied mathematics [MSC 2020] 62-XX - Statistics [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62P30 - Applications of statistics in engineering and industry; control charts [MSC 2020] |
| Soggetto non controllato |
Copulas
Forecasting High-dimensional statistics Multiscale processes Time series |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113607 |
| [Cham], : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Modeling and stochastic learning for forecasting in high dimensions / Anestis Antoniadis, Jean-Michel Poggi, Xavier Brossat editors
| Modeling and stochastic learning for forecasting in high dimensions / Anestis Antoniadis, Jean-Michel Poggi, Xavier Brossat editors |
| Pubbl/distr/stampa | [Cham], : Springer, 2015 |
| Descrizione fisica | X, 339 p. : ill. ; 24 cm |
| Soggetto topico |
00A69 - General applied mathematics [MSC 2020]
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020] 62-XX - Statistics [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62P30 - Applications of statistics in engineering and industry; control charts [MSC 2020] |
| Soggetto non controllato |
Copulas
Forecasting High-dimensional statistics Multiscale processes Time series |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00113607 |
| [Cham], : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Stochastic models, statistics and their Applications : Dresden, Germany, March 2019 / Ansgar Steland, Ewaryst Rafajłowicz, Ostap Okhrin editors
| Stochastic models, statistics and their Applications : Dresden, Germany, March 2019 / Ansgar Steland, Ewaryst Rafajłowicz, Ostap Okhrin editors |
| Pubbl/distr/stampa | Cham, : Springer, 2019 |
| Descrizione fisica | xvi, 450 p. : ill. ; 24 cm |
| Soggetto topico |
62Mxx - Inference from stochastic processes [MSC 2020]
60E05 - Probability distributions: general theory [MSC 2020] 62Pxx - Applications of statistics [MSC 2020] 62H30 - Classification and discrimination; cluster analysis (statistical aspects) [MSC 2020] 62N01 - Censored data models [MSC 2020] |
| Soggetto non controllato |
Algorithms
Big Data Change points and detection Copulas Data science Econometrics High-dimensional statistics Machine learning Nonparametric Estimation Random fields Reliability theory Simulations Statistics for Stochastic Processes Stochastic models Survival analysis |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0127170 |
| Cham, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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