Copulabased Markov Models For Time Series Parametric Inference And Process Control Springerbriefs In Statistics

Copulabased Markov Models For Time Series Parametric Inference And Process Control Springerbriefs In Statistics
Chapter 1 Overview of the book with data examples. -Chapter 2 Copula and Markov models.- Chapter 3 Estimation, model diagnosis, and process control under the normal model.- Chapter 4 Estimation under the normal mixture model for financial time series data.- Chapter 5 Bayesian estimation under the t-distribution for financial time series data.- Chapter 6 Control charts of mean and variance using copula Markov SPC...