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

ISBN-13: 9789811549977 / Angielski / Miękka / 2020 / 131 str.

Li-Hsien Sun; Xin-Wei Huang; Mohammed S. Alqawba

Spis treści

Chapter 1 Overview of the book with data examples. -Chapter 2 Copula and Markov models.- Chapter 3 Estimation, model diagnosis, and process control under the normal model.- Chapter 4 Estimation under the normal mixture model for financial time series data.- Chapter 5 Bayesian estimation under the t-distribution for financial time series data.- Chapter 6 Control charts of mean and variance using copula Markov SPC and conditional distribution by copula.- Chapter 7 Copula Markov models for count series with excess zeros.

O autorze

Li-Hsien Sun,  National Central University

Xin-Wei Huang, National Chiao Tung University

Mohammed S. Alqawba, Qassim University

Jong-Min Kim, University of Minnesota at Morris

Takeshi Emura, Chang Gung University