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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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Autors principals: Górecki, Jan (Autor), Okhrin, Ostap (Autor)
Autor corporatiu: SpringerLink (Online service)
Format: Electrònic eBook
Idioma:anglès
Publicat: Cham : Springer Nature Switzerland : Imprint: Springer, 2024.
Edició:1st ed. 2024.
Col·lecció:SpringerBriefs in Applied Statistics and Econometrics,
Matèries:
Statistics .
Probabilities.
Statistics > Computer programs.
Statistical Theory and Methods.
Statistics in Business, Management, Economics, Finance, Insurance.
Probability Theory.
Statistical Software.
Accés en línia:https://doi.org/10.1007/978-3-031-56337-9
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Taula de continguts:
  • Preface
  • 1 Copulas
  • 2 Archimedean Copulas
  • 3 Construction
  • 4 Properties
  • 5 Sampling
  • 6 Estimation
  • 7 Temporal Models and their Applications
  • 8 Software.

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