Copula-Based Markov Models for Time Series - SpringerBriefs in Statistics
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9789811549977, 9789811549984
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Overview of the Book with Data Examples

2020 ◽  
pp. 1-6
Author(s):  
Li-Hsien Sun ◽  
Xin-Wei Huang ◽  
Mohammed S. Alqawba ◽  
Jong-Min Kim ◽  
Takeshi Emura

Control Charts of Mean by Using Copula Markov SPC and Conditional Distribution by Copula

2020 ◽  
pp. 87-99
Author(s):  
Li-Hsien Sun ◽  
Xin-Wei Huang ◽  
Mohammed S. Alqawba ◽  
Jong-Min Kim ◽  
Takeshi Emura
Keyword(s):  
Control Charts ◽  
Conditional Distribution

Bayesian Estimation Under the t-Distribution for Financial Time Series

2020 ◽  
pp. 73-86
Author(s):  
Li-Hsien Sun ◽  
Xin-Wei Huang ◽  
Mohammed S. Alqawba ◽  
Jong-Min Kim ◽  
Takeshi Emura
Keyword(s):  
Time Series ◽  
Bayesian Estimation ◽  
Financial Time Series ◽  
Financial Time ◽  
T Distribution

Copula and Markov Models

2020 ◽  
pp. 7-28
Author(s):  
Li-Hsien Sun ◽  
Xin-Wei Huang ◽  
Mohammed S. Alqawba ◽  
Jong-Min Kim ◽  
Takeshi Emura
Keyword(s):  
Markov Models

Copula Markov Models for Count Series with Excess Zeros

2020 ◽  
pp. 101-127
Author(s):  
Li-Hsien Sun ◽  
Xin-Wei Huang ◽  
Mohammed S. Alqawba ◽  
Jong-Min Kim ◽  
Takeshi Emura
Keyword(s):  
Markov Models ◽  
Excess Zeros

Estimation, Model Diagnosis, and Process Control Under the Normal Model

2020 ◽  
pp. 29-53
Author(s):  
Li-Hsien Sun ◽  
Xin-Wei Huang ◽  
Mohammed S. Alqawba ◽  
Jong-Min Kim ◽  
Takeshi Emura
Keyword(s):  
Process Control ◽  
Normal Model ◽  
Estimation Model ◽  
Model Diagnosis
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