UID:
edoccha_9961535669802883
Format:
1 online resource (128 pages)
Edition:
1st ed. 2024.
ISBN:
3-031-56337-9
Series Statement:
SpringerBriefs in Applied Statistics and Econometrics,
Content:
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.
Note:
Preface -- 1 Copulas -- 2 Archimedean Copulas -- 3 Construction -- 4 Properties -- 5 Sampling -- 6 Estimation -- 7 Temporal Models and their Applications -- 8 Software.
Additional Edition:
ISBN 3-031-56336-0
Language:
English
DOI:
10.1007/978-3-031-56337-9
