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Beschreibung
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.
Details
| Verlag | Springer International Publishing |
| Ersterscheinung | 16. Mai 2024 |
| Maße | 23.5 cm x 15.5 cm |
| Gewicht | 213 Gramm |
| Format | Softcover |
| ISBN-13 | 9783031563362 |
| Seiten | 120 |
Schlagwörter
Mathematische und statistische Software, Probability Theory, Statistical Software, Statistical Theory and Methods, Statistics in Business - Management - Economics - Finance - Insurance, Stochastik, Wahrscheinlichkeitsrechnung und Statistik, Wirtschaftswissenschaft - Finanzen - Betriebswirtschaft und Management
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