Hierarchical Archimedean Copulas
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 alg...
| Main Authors: | , |
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| Format: | eBook |
| Language: | English |
| Published: |
Cham
Springer Nature Switzerland
2024, 2024
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| Edition: | 1st ed. 2024 |
| Series: | SpringerBriefs in Applied Statistics and Econometrics
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| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of Contents:
- Preface
- 1 Copulas
- 2 Archimedean Copulas
- 3 Construction
- 4 Properties
- 5 Sampling
- 6 Estimation
- 7 Temporal Models and their Applications
- 8 Software