Hierarchical Archimedean Copulas EPUB
by Jan Gorecki, Ostap Okhrin
Part of the SpringerBriefs in Applied Statistics and Econometrics series
EPUB
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Description
This book offers a thorough understanding of Hierarchical Archimedean Copulas (HACs) and their practical applications.
It covers the basics of copulas, explores the Archimedean family, and delves into the specifics of HACs, including their fundamental properties.
The text also addresses sampling algorithms, HAC parameter estimation, and structure, and highlights temporal models with applications in finance and economics.
The final chapter introduces R, MATLAB, and Octave toolboxes for copula modeling, enabling students, researchers, data scientists, and practitioners to model complex dependence structures and make well-informed decisions across various domains.
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Download Now
- Format:EPUB
- Publisher:Springer Nature Switzerland
- Publication Date:15/05/2024
- Category:
- ISBN:9783031563379
Information
-
Download Now
- Format:EPUB
- Publisher:Springer Nature Switzerland
- Publication Date:15/05/2024
- Category:
- ISBN:9783031563379
