Copula.Markov

swMATH21488CRANCopula.MarkovMaRDI QIDQ33295FDOQ33295

Copula-Based Estimation and Statistical Process Control for Serially Correlated Time Series

Takeshi Emura

Last update: 29 November 2021

Copyright license: GNU General Public License, version 2.0

Software version identifier: 2.9

Source code repository: https://github.com/cran/Copula.Markov

Cites work

• R routines for performing estimation and statistical process control under copula-based time series models
• Model diagnostic procedures for copula-based Markov chain models for statistical process control
• Estimation under copula-based Markov normal mixture models for serially correlated data
• Copula-Based Markov Models for Time Series

Described by source

• R routines for performing estimation and statistical process control under copula-based time series models

Cited In (8)

• A Bayesian inference for time series via copula-based Markov chain models
• Control charts of mean and variance using copula Markov SPC and conditional distribution by copula
• Estimation under copula-based Markov normal mixture models for serially correlated data
• Model diagnostic procedures for copula-based Markov chain models for statistical process control
• Bivariate copula-based CUSUM charts for monitoring conditional nonlinear processes with first-order autocorrelation
• Goodness-of-fit test of copula functions for semi-parametric univariate time series models
• Title not available (Why is that?)
• A copula-based Markov chain model for serially dependent event times with a dependent terminal event

This page was built for software: Copula.Markov