Górecki, Jan. creator author. aut http://id.loc.gov/vocabulary/relators/aut Okhrin, Ostap. author. aut http://id.loc.gov/vocabulary/relators/aut SpringerLink (Online service) text sz 2024 1st ed. 2024. monographic eng

electronic

electronic resource

access XII, 120 p. 28 illus., 7 illus. in color. online resource. 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. Preface -- 1 Copulas -- 2 Archimedean Copulas -- 3 Construction -- 4 Properties -- 5 Sampling -- 6 Estimation -- 7 Temporal Models and their Applications -- 8 Software. by Jan Górecki, Ostap Okhrin. Statistics Statistics  Probabilities Statistics Computer programs Statistical Theory and Methods Statistics in Business, Management, Economics, Finance, Insurance Probability Theory Statistical Software QA276-280 9783031563379 https://doi.org/10.1007/978-3-031-56337-9 https://doi.org/10.1007/978-3-031-56337-9 240515 20251030112043.0 978-3-031-56337-9