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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
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  • Includes numerous real-world data examples as well as R codes for implementation
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  • Discusses times series data, from basic theories to real-world applications
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eBook $44.99
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  • ISBN 978-981-15-4998-4
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Softcover $59.99
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  • ISBN 978-981-15-4997-7
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  • Immediate ebook access, if available*, with your print order
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About this book

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.

About the authors



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)

Buy this book

eBook $44.99
price for Mexico
  • ISBN 978-981-15-4998-4
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $59.99
price for Mexico
  • ISBN 978-981-15-4997-7
  • with online files
  • Free shipping for individuals worldwide
  • Immediate ebook access, if available*, with your print order
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

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.
eBook ISBN
978-981-15-4998-4
DOI
10.1007/978-981-15-4998-4
Softcover 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

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