Hierarchical Archimedean Copulas
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 alg...
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| Κύριοι συγγραφείς: | , |
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| Συγγραφή απο Οργανισμό/Αρχή: | |
| Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
| Γλώσσα: | Αγγλικά |
| Έκδοση: |
Cham :
Springer Nature Switzerland : Imprint: Springer,
2024.
|
| Έκδοση: | 1st ed. 2024. |
| Σειρά: | SpringerBriefs in Applied Statistics and Econometrics,
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| Θέματα: | |
| Διαθέσιμο Online: | https://doi.org/10.1007/978-3-031-56337-9 |
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| 245 | 1 | 0 | |a Hierarchical Archimedean Copulas |h [electronic resource] / |c by Jan Górecki, Ostap Okhrin. |
| 250 | |a 1st ed. 2024. | ||
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| 505 | 0 | |a Preface -- 1 Copulas -- 2 Archimedean Copulas -- 3 Construction -- 4 Properties -- 5 Sampling -- 6 Estimation -- 7 Temporal Models and their Applications -- 8 Software. | |
| 520 | |a 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. | ||
| 532 | 8 | |a Accessibility summary: This PDF does Not fully comply with PDF/UA standards but does include limited screen reader support, descriptions for Non-text content (such as images and graphs), bookmarks for easy navigation, and searchable, selectable text. Users of assistive technologies may experience difficulty navigating or interpreting content in this document. We recognise the importance of accessibility and welcome queries about accessibility for any of our products. If you have a question or an access need, please get in touch with us via https://www.springernature.com/gp/info/accessibility | |
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| 532 | 8 | |a Publisher contact for further accessibility information: accessibilitysupport@springernature.com | |
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