作茧自缚
发表于 2025-3-23 10:45:25
Estimation Under Normal Mixture Models for Financial Time Series Data,and the Clayton copula for serial dependence, we obtain the corresponding likelihood function. In order to obtain the maximum likelihood estimators, we apply the Newton–Raphson algorithm with appropriate transformations and initial values. In the empirical analysis, the stock price of Dow Jones Industrial Average is analyzed for illustration.
indoctrinate
发表于 2025-3-23 14:50:18
Bayesian Estimation Under the ,-Distribution for Financial Time Series,rical Bayes method through the resampling procedure. We provide a Metropolis–Hastings algorithm to simulate the posterior distribution. We also analyze the stock price data in empirical studies for illustration.
密切关系
发表于 2025-3-23 21:28:58
Writing Assignments: Where Writing Beginsrties of the MLEs. We propose goodness-of-fit methods to test the model assumptions based on a given dataset. In addition, a copula model selection method is discussed. We introduce an R package . to implement the statistical methods of this chapter. Finally, we analyze three real datasets for illustration.
interrupt
发表于 2025-3-24 01:07:20
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DIKE
发表于 2025-3-24 05:42:39
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IOTA
发表于 2025-3-24 06:50:09
White Passage and Black Pedagogypulas are reviewed, such as the Clayton copula, the Gaussian copula, the Frank copula, and the Joe copula. Finally, we introduce the copula-based Markov chain time series models and their fundamental properties.
虚弱的神经
发表于 2025-3-24 14:14:39
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怎样才咆哮
发表于 2025-3-24 15:07:59
Producing Adult Readers: 1930–50rical Bayes method through the resampling procedure. We provide a Metropolis–Hastings algorithm to simulate the posterior distribution. We also analyze the stock price data in empirical studies for illustration.
monologue
发表于 2025-3-24 22:18:48
Book 2020It 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
Epidural-Space
发表于 2025-3-25 00:53:02
Copula Markov Models for Count Series with Excess Zeros,models, bivariate copula functions such as the bivariate Gaussian, Frank, and Gumbel are chosen to construct a bivariate distribution of two consecutive observations. Moreover, the trivariate Gaussian and max-infinitely divisible copula functions are considered to build the joint distribution of thr