Copula-based Markov models for time series. Parametric inference and process control

DOI10.1007/978-981-15-4998-4zbMath1435.62020OpenAlexW4229598638MaRDI QIDQ2191445

Xin-Wei Huang, Li-Hsien Sun, Takeshi Emura, Jong-Min Kim, Mohammed Sulaiman Alqawba

Publication date: 24 June 2020

Published in: SpringerBriefs in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-981-15-4998-4

zbMATH Keywords

time seriesprocess controlparametric inferencecopula-based Markov models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Application models in control theory (93C95) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Related Items (9)

A multi-parameter Generalized Farlie-Gumbel-Morgenstern bivariate copula family via Bernstein polynomial ⋮ Fitting time series models to fisheries data to ascertain age ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Efficient and feasible inference for high-dimensional normal copula regression models ⋮ Computational methods for a copula-based Markov chain model with a binomial time series ⋮ Information bounds for Gaussian copula parameter in stationary semiparametric Markov models ⋮ Special feature: Recent statistical methods for survival analysis ⋮ A copula-based Markov chain model for serially dependent event times with a dependent terminal event

Uses Software

• R

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