| 书目名称 | Hierarchical Archimedean Copulas | | 编辑 | Jan Górecki,Ostap Okhrin | | 视频video | http://file.papertrans.cn/427/426124/426124.mp4 | | 概述 | Broadens understanding of copulas, with a focus on Hierarchical Archimedean Copulas, and their applications.Provides the knowledge and tools for modeling complex dependence structures.Features exercis | | 丛书名称 | SpringerBriefs in Applied Statistics and Econometrics | | 图书封面 |  | | 描述 | This book offers a thorough understanding of Hierarchical Archimedean Copulas (HACs) and their practical applications. It covers the basics of copulas, explores the Archimedean family, and delves into the specifics of HACs, including their fundamental properties. The text also addresses sampling algorithms, HAC parameter estimation, and structure, and highlights temporal models with applications in finance and economics. The final chapter introduces R, MATLAB, and Octave toolboxes for copula modeling, enabling students, researchers, data scientists, and practitioners to model complex dependence structures and make well-informed decisions across various domains. | | 出版日期 | Book 2024 | | 关键词 | Hierarchical Archimedean Copulas; Copulas; Archimedean Copulas; Dependence Modeling; Temporal Models; Cop | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-031-56337-9 | | isbn_softcover | 978-3-031-56336-2 | | isbn_ebook | 978-3-031-56337-9Series ISSN 2524-4116 Series E-ISSN 2524-4124 | | issn_series | 2524-4116 | | copyright | The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl |
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