Hierarchical Archimedean Copulas

Name: Hierarchical Archimedean Copulas
Brand: Springer International Publishing AG
SKU: 9783031563362
Price: 8100 KES
Availability: OutOfStock
ISBN: 9783031563362

2024 ed.

by Jan Gorecki , Ostap Okhrin

Book Details

Format Paperback / softback

Book Series SpringerBriefs in Applied Statistics and Econometrics

ISBN-10 3031563360

ISBN-13 9783031563362

Edition 2024 ed.

Publisher Springer International Publishing AG

Imprint Springer International Publishing AG

Country of Manufacture GB

Country of Publication GB

Publication Date May 16th, 2024

Print length 120 Pages

Product Classification: Economics, finance, business & management Economics, Finance, Business and Management Probability & statistics Probability and statistics Stochastics Mathematical & statistical software Mathematical and statistical software

KSh 8,100.00

Currently unavailable 0 in stock

Delivery Location

County

Location

Delivery fee: Select location

Secure

Quality

Fast

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.

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.

Get Hierarchical Archimedean Copulas by Jan Gorecki, Ostap Okhrin at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Springer International Publishing AG and it has 120 pages.