JSS Research Series in Statistics

Copula-Based Markov Models for Time Series

Parametric Inference and Process Control

Authors: Sun, L.-H., Huang, X.-W., Alqawba, M.S., Kim, J.-M., Emura, T.

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  • Serves as introductory textbook on the analysis of time series data for students majoring in statistics and related fields
  •  
  • Includes numerous real-world data examples as well as R codes for implementation
  •  
  • Discusses times series data, from basic theories to real-world applications
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イーブック ¥5,719
価格の適用国: Japan (日本円価格は個人のお客様のみ有効) (小計)
  • ISBN 978-981-15-4998-4
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ソフトカバー ¥7,149
価格の適用国: Japan (日本円価格は個人のお客様のみ有効) (小計)
  • ISBN 978-981-15-4997-7
  • with online files
  • 個人のお客様には、世界中どこでも配送料無料でお届けします。
  • Immediate ebook access, if available*, with your print order
  • Usually dispatched within 3 to 5 business days.
この書籍について

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.

著者について



Li-Hsien Sun,  National Central University

Xin-Wei Huang, National Chiao Tung University

Mohammed S. Alqawba, Qassim University

Jong-Min Kim, University of Minnesota at Morris

Takeshi Emura, Chang Gung University

Table of contents (7 chapters)

Table of contents (7 chapters)

書籍の購入

イーブック ¥5,719
価格の適用国: Japan (日本円価格は個人のお客様のみ有効) (小計)
  • ISBN 978-981-15-4998-4
  • ウォーターマーク付、 DRMフリー
  • ファイル形式: PDF, EPUB
  • どの電子書籍リーダーからでもすぐにお読みいただけます。
  • ご購入後、すぐにダウンロードしていただけます。
ソフトカバー ¥7,149
価格の適用国: Japan (日本円価格は個人のお客様のみ有効) (小計)
  • ISBN 978-981-15-4997-7
  • with online files
  • 個人のお客様には、世界中どこでも配送料無料でお届けします。
  • Immediate ebook access, if available*, with your print order
  • Usually dispatched within 3 to 5 business days.
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書誌情報

Bibliographic Information
Book Title
Copula-Based Markov Models for Time Series
Book Subtitle
Parametric Inference and Process Control
Authors
Series Title
JSS Research Series in Statistics
Copyright
2020
Publisher
Springer Singapore
Copyright Holder
The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Singapore Pte Ltd.
イーブック ISBN
978-981-15-4998-4
DOI
10.1007/978-981-15-4998-4
ソフトカバー ISBN
978-981-15-4997-7
Series ISSN
2364-0057
Edition Number
1
Number of Pages
XVI, 131
Number of Illustrations
23 b/w illustrations, 11 illustrations in colour
Topics

*immediately available upon purchase as print book shipments may be delayed due to the COVID-19 crisis. ebook access is temporary and does not include ownership of the ebook. Only valid for books with an ebook version. Springer Reference Works and instructor copies are not included.