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

By Mohammed S Alqawba, Takeshi Emura, Jong-Min Kim, et al.

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.

• Format: Paperback
• Language: English
• ISBN: 9811549974
• ISBN13: 9789811549977
• Release Date: July 2020
• Publisher: Springer
• Length: 131 Pages
• Weight: 0.48 lbs.
• Dimensions: 0.3" x 6.1" x 9.2"