Copula-Based Markov Models for Time Series - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Copula-Based Markov Models for Time Series write by Li-Hsien Sun. This book was released on 2020-07-01. Copula-Based Markov Models for Time Series available in PDF, EPUB and Kindle. This book provides statistical methodologies for time series data, focusing on copula-based Markov chain models for serially correlated time series. It also includes data examples from economics, engineering, finance, sport and other disciplines to illustrate the methods presented. An accessible textbook for students in the fields of economics, management, mathematics, statistics, and related fields wanting to gain insights into the statistical analysis of time series data using copulas, the book also features stand-alone chapters to appeal to researchers. As the subtitle suggests, the book highlights parametric models based on normal distribution, t-distribution, normal mixture distribution, Poisson distribution, and others. Presenting likelihood-based methods as the main statistical tools for fitting the models, the book details the development of computing techniques to find the maximum likelihood estimator. It also addresses statistical process control, as well as Bayesian and regression methods. Lastly, to help readers analyze their data, it provides computer codes (R codes) for most of the statistical methods.
Handbook of Financial Time Series
Handbook of Financial Time Series - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Handbook of Financial Time Series write by Torben Gustav Andersen. This book was released on 2009-04-21. Handbook of Financial Time Series available in PDF, EPUB and Kindle. The Handbook of Financial Time Series gives an up-to-date overview of the field and covers all relevant topics both from a statistical and an econometrical point of view. There are many fine contributions, and a preamble by Nobel Prize winner Robert F. Engle.
Copulas and Their Applications in Water Resources Engineering
Copulas and Their Applications in Water Resources Engineering - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Copulas and Their Applications in Water Resources Engineering write by Lan Zhang. This book was released on 2019-01-10. Copulas and Their Applications in Water Resources Engineering available in PDF, EPUB and Kindle. Illustration of copula theory with detailed real-world case study examples in the fields of hydrology and water resources engineering.
Hidden Markov Models for Time Series
Hidden Markov Models for Time Series - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Hidden Markov Models for Time Series write by Walter Zucchini. This book was released on 2017-12-19. Hidden Markov Models for Time Series available in PDF, EPUB and Kindle. Hidden Markov Models for Time Series: An Introduction Using R, Second Edition illustrates the great flexibility of hidden Markov models (HMMs) as general-purpose models for time series data. The book provides a broad understanding of the models and their uses. After presenting the basic model formulation, the book covers estimation, forecasting, decoding, prediction, model selection, and Bayesian inference for HMMs. Through examples and applications, the authors describe how to extend and generalize the basic model so that it can be applied in a rich variety of situations. The book demonstrates how HMMs can be applied to a wide range of types of time series: continuous-valued, circular, multivariate, binary, bounded and unbounded counts, and categorical observations. It also discusses how to employ the freely available computing environment R to carry out the computations. Features Presents an accessible overview of HMMs Explores a variety of applications in ecology, finance, epidemiology, climatology, and sociology Includes numerous theoretical and programming exercises Provides most of the analysed data sets online New to the second edition A total of five chapters on extensions, including HMMs for longitudinal data, hidden semi-Markov models and models with continuous-valued state process New case studies on animal movement, rainfall occurrence and capture-recapture data
Copulas and their Applications in Water Resources Engineering
Copulas and their Applications in Water Resources Engineering - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Copulas and their Applications in Water Resources Engineering write by Lan Zhang. This book was released on 2019-01-10. Copulas and their Applications in Water Resources Engineering available in PDF, EPUB and Kindle. Complex environmental and hydrological processes are characterized by more than one correlated random variable. These events are multivariate and their treatment requires multivariate frequency analysis. Traditional analysis methods are, however, too restrictive and do not apply in many cases. Recent years have therefore witnessed numerous applications of copulas to multivariate hydrologic frequency analyses. This book describes the basic concepts of copulas, and outlines current trends and developments in copula methodology and applications. It includes an accessible discussion of the methods alongside simple step-by-step sample calculations. Detailed case studies with real-world data are included, and are organized based on applications, such as flood frequency analysis and water quality analysis. Illustrating how to apply the copula method to multivariate frequency analysis, engineering design, and risk and uncertainty analysis, this book is ideal for researchers, professionals and graduate students in hydrology and water resources engineering.
