Titlebook: Copula-Based Markov Models for Time Series; Parametric Inference Li-Hsien Sun,Xin-Wei Huang,Takeshi Emura Book 2020 The Editor(s) (if appli

VEER

書目名稱Copula-Based Markov Models for Time Series影響因子(影響力)




書目名稱Copula-Based Markov Models for Time Series影響因子(影響力)學科排名




書目名稱Copula-Based Markov Models for Time Series網(wǎng)絡公開度




書目名稱Copula-Based Markov Models for Time Series網(wǎng)絡公開度學科排名




書目名稱Copula-Based Markov Models for Time Series被引頻次




書目名稱Copula-Based Markov Models for Time Series被引頻次學科排名




書目名稱Copula-Based Markov Models for Time Series年度引用




書目名稱Copula-Based Markov Models for Time Series年度引用學科排名




書目名稱Copula-Based Markov Models for Time Series讀者反饋




書目名稱Copula-Based Markov Models for Time Series讀者反饋學科排名

繁重

健談

一大群

Estimation Under Normal Mixture Models for Financial Time Series Data,assets, we select a normal mixture distribution for the marginal distribution. Based on the normal mixture distribution for the marginal distribution and the Clayton copula for serial dependence, we obtain the corresponding likelihood function. In order to obtain the maximum likelihood estimators, w

gusher

Bayesian Estimation Under the ,-Distribution for Financial Time Series,rkov chain. Due to the computational difficulty of obtaining maximum likelihood estimates, alternatively, we develop Bayesian inference using the empirical Bayes method through the resampling procedure. We provide a Metropolis–Hastings algorithm to simulate the posterior distribution. We also analyz

GLUT

Control Charts of Mean by Using Copula Markov SPC and Conditional Distribution by Copula,(Commun Stat: Simul Comput 46:3067–3087, 2017) under serial dependence after accounting for the directional dependence by diverse copula functions. To illustrate the method proposed by Kim et al. (Commun Stat: Simul Comput, 2019), we revisit the case study of Major League Baseball (MLB), where the S

GLUT

Copula Markov Models for Count Series with Excess Zeros,. In some cases, a specific count, say zero, may occur more often than usual. Additionally, serial dependence might be found among these counts if they are recorded over time. Overlooking the frequent occurrence of zeros and the serial dependence could lead to false inference. In this chapter, Marko

無辜

peptic-ulcer

outskirts