Copula-Based Markov Models for Time Series: Parametric Inference and Process Control

(Bog, Paperback / softback, Engelsk)
Forfattere: Li-Hsien Sun, Xin-Wei Huang, Mohammed S. Alqawba, Jong-Min Kim, Takeshi Emura

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Beskrivelse

This book provides statistical methodologies for time series data, focusing on copula-based Markov chain models for serially correlated time series.

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Alle detaljer

Forlag Springer Verlag, Singapore
Forfattere Li-Hsien Sun, Xin-Wei Huang, Mohammed S. Alqawba, Jong-Min Kim, Takeshi Emura
Type Bog
Format Paperback / softback
Sprog Engelsk
Udgave 1st ed. 2020
Udgivelsesdato 02-07-2020
Første udgivelsesår 2020
Serie SpringerBriefs in Statistics
Illustrationer 11 Illustrations, color; 23 Illustrations, black and white
Originalsprog Singapore
Sideantal 131
Indbinding Paperback / softback
Forlag Springer Verlag, Singapore
Sideoplysninger 131 pages, 11 Illustrations, color; 23 Illustrations, black and white
Mål 235 x 155
ISBN-13 / EAN-13 9789811549977