03008nam a22005655i 4500 978-3-031-56337-9 DE-He213 20251030112043.0 cr nn 008mamaa 240515s2024 sz | s |||| 0|eng d 9783031563379 978-3-031-56337-9 10.1007/978-3-031-56337-9 doi QA276-280 PBT bicssc MAT029000 bisacsh PBT thema Górecki, Jan. author. aut http://id.loc.gov/vocabulary/relators/aut 76857 Hierarchical Archimedean Copulas [electronic resource] / by Jan Górecki, Ostap Okhrin. 1st ed. 2024. Cham : Springer Nature Switzerland : Imprint: Springer, 2024. XII, 120 p. 28 illus., 7 illus. in color. online resource. text txt rdacontent computer c rdamedia online resource cr rdacarrier text file PDF rda SpringerBriefs in Applied Statistics and Econometrics, 2524-4124 Preface -- 1 Copulas -- 2 Archimedean Copulas -- 3 Construction -- 4 Properties -- 5 Sampling -- 6 Estimation -- 7 Temporal Models and their Applications -- 8 Software. 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. Statistics. 65982 Statistics . 65982 Probabilities. 65724 Statistics Computer programs. 63845 Statistical Theory and Methods. Statistics in Business, Management, Economics, Finance, Insurance. 69738 Probability Theory. 67428 Statistical Software. 65988 Okhrin, Ostap. author. aut http://id.loc.gov/vocabulary/relators/aut 76858 SpringerLink (Online service) Springer Nature eBook Printed edition: 9783031563362 Printed edition: 9783031563386 SpringerBriefs in Applied Statistics and Econometrics, 2524-4124 76859 https://doi.org/10.1007/978-3-031-56337-9 ZDB-2-SMA ZDB-2-SXMS 59873 59873