Hierarchical Archimedean Copulas (2024) (SpringerBriefs in Applied Statistics and Econometrics)
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- Synopsis
- 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.
- Copyright:
- 2024
Book Details
- Book Quality:
- Publisher Quality
- ISBN-13:
- 9783031563379
- Related ISBNs:
- 9783031563362
- Publisher:
- Springer Nature Switzerland
- Date of Addition:
- 06/16/24
- Copyrighted By:
- The Editor
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Computers and Internet, Business and Finance, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.
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