Copula

Copula-Based Markov Models for Time Series: Parametric Inference and Process Control  eBooks & eLearning

Posted by AvaxGenius at July 2, 2020
Copula-Based Markov Models for Time Series: Parametric Inference and Process Control

Copula-Based Markov Models for Time Series: Parametric Inference and Process Control by Li-Hsien Sun
English | PDF,EPUB | 2020 | 141 Pages | ISBN : 9811549974 | 16 MB

This book provides statistical methodologies for time series data, focusing on copula-based Markov chain models for serially correlated time series. It also includes data examples from economics, engineering, finance, sport and other disciplines to illustrate the methods presented. An accessible textbook for students in the fields of economics, management, mathematics, statistics, and related fields wanting to gain insights into the statistical analysis of time series data using copulas, the book also features stand-alone chapters to appeal to researchers.

Introduction to Bayesian Estimation and Copula Models of Dependence  eBooks & eLearning

Posted by nebulae at March 14, 2017
Introduction to Bayesian Estimation and Copula Models of Dependence

Arkady Shemyakin, Alexander Kniazev, "Introduction to Bayesian Estimation and Copula Models of Dependence"
English | ISBN: 1118959019 | 2017 | 352 pages | PDF | 8 MB

Analysis of Survival Data with Dependent Censoring: Copula-Based Approaches  eBooks & eLearning

Posted by AvaxGenius at April 5, 2018
Analysis of Survival Data with Dependent Censoring: Copula-Based Approaches

Analysis of Survival Data with Dependent Censoring: Copula-Based Approaches By Takeshi Emura
English | PDF,EPUB | 2018 | 94 Pages | ISBN : 9811071632 | 5.09 MB

This book introduces readers to copula-based statistical methods for analyzing survival data involving dependent censoring. Primarily focusing on likelihood-based methods performed under copula models, it is the first book solely devoted to the problem of dependent censoring.

Analysis of Survival Data with Dependent Censoring: Copula-Based Approaches  eBooks & eLearning

Posted by AvaxGenius at April 16, 2018
Analysis of Survival Data with Dependent Censoring: Copula-Based Approaches

Analysis of Survival Data with Dependent Censoring: Copula-Based Approaches By Takeshi Emura
English | PDF,EPUB | 2018 | 94 Pages | ISBN : 9811071632 | 5.09 MB

This book introduces readers to copula-based statistical methods for analyzing survival data involving dependent censoring. Primarily focusing on likelihood-based methods performed under copula models, it is the first book solely devoted to the problem of dependent censoring.

Survival Analysis with Correlated Endpoints: Joint Frailty-Copula Models  eBooks & eLearning

Posted by nebulae at April 14, 2019
Survival Analysis with Correlated Endpoints: Joint Frailty-Copula Models

Takeshi Emura, "Survival Analysis with Correlated Endpoints: Joint Frailty-Copula Models "
English | ISBN: 981133515X | 2019 | 136 pages | EPUB, PDF | 10 MB + 4 MB
Copula Modeling: An Introduction for Practitioners (Foundations and Trends(r) in Econometrics)(Repost)

Copula Modeling: An Introduction for Practitioners (Foundations and Trends(r) in Econometrics) by Pravin K. Trivedi
English | 2007 | ISBN: 1601980205 | 128 Pages | PDF | 975.65 KB

Convolution Copula Econometrics (Repost)  eBooks & eLearning

Posted by step778 at Nov. 21, 2019
Convolution Copula Econometrics (Repost)

Umberto Cherubini, Fabio Gobbi, Sabrina Mulinacci, "Convolution Copula Econometrics"
2016 | pages: 99 | ISBN: 3319480146 | PDF | 3,4 mb

Convolution Copula Econometrics  eBooks & eLearning

Posted by roxul at March 22, 2018
Convolution Copula Econometrics

Umberto Cherubini, "Convolution Copula Econometrics"
English | 7 Dec. 2016 | ISBN: 3319480146 | 102 Pages | EPUB | 2 MB

Copula Methods in Finance [Repost]  eBooks & eLearning

Posted by Free butterfly at Nov. 26, 2017
Copula Methods in Finance [Repost]

Copula Methods in Finance by Cherubini
English | 16 Jun. 2004 | ISBN: 0470863447 | 310 Pages | PDF | 4 MB

Copula Methods in Finance is the first book to address the mathematics of copula functions illustrated with finance applications. It explains copulas by means of applications to major topics in derivative pricing and credit risk analysis.

Dynamic Copula Methods in Finance (repost)  eBooks & eLearning

Posted by libr at April 21, 2017
Dynamic Copula Methods in Finance (repost)

Dynamic Copula Methods in Finance by Umberto Cherubini, Sabrina Mulinacci, Fabio Gobbi and Silvia Romagnoli
English | ISBN: 0470683074 | 2011 | PDF | 284 pages | 3,7 MB