Hierarchical Archimedean Copulas Paperback / softback
by Jan Gorecki, Ostap Okhrin
Part of the SpringerBriefs in Applied Statistics and Econometrics series
Paperback / softback
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.
Information
-
Out of stock
- Format:Paperback / softback
- Pages:120 pages, 7 Illustrations, color; 21 Illustrations, black and white; XII, 120 p. 28 illus., 7 illus
- Publisher:Springer International Publishing AG
- Publication Date:16/05/2024
- Category:
- ISBN:9783031563362
Information
-
Out of stock
- Format:Paperback / softback
- Pages:120 pages, 7 Illustrations, color; 21 Illustrations, black and white; XII, 120 p. 28 illus., 7 illus
- Publisher:Springer International Publishing AG
- Publication Date:16/05/2024
- Category:
- ISBN:9783031563362
