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03088nam a22005535i 4500 |
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978-3-319-48015-2 |
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DE-He213 |
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20161201090704.0 |
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cr nn 008mamaa |
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161201s2016 gw | s |||| 0|eng d |
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|a 9783319480152
|9 978-3-319-48015-2
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|a 10.1007/978-3-319-48015-2
|2 doi
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|d GrThAP
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|a QA276-280
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|a PBT
|2 bicssc
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|a BUS061000
|2 bisacsh
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|a 330.015195
|2 23
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|a Cherubini, Umberto.
|e author.
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|a Convolution Copula Econometrics
|h [electronic resource] /
|c by Umberto Cherubini, Fabio Gobbi, Sabrina Mulinacci.
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| 264 |
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1 |
|a Cham :
|b Springer International Publishing :
|b Imprint: Springer,
|c 2016.
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| 300 |
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|a X, 90 p. 31 illus., 30 illus. in color.
|b online resource.
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| 336 |
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|a text
|b txt
|2 rdacontent
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| 337 |
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|a computer
|b c
|2 rdamedia
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| 338 |
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|a online resource
|b cr
|2 rdacarrier
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| 347 |
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|a text file
|b PDF
|2 rda
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| 490 |
1 |
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|a SpringerBriefs in Statistics,
|x 2191-544X
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| 505 |
0 |
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|a Preface -- The Dynamics of Economic Variables -- Estimation of Copula Models -- Copulas and Estimation of Markov Processes -- Copula-based Markov Processes: Estimation, Mixing Properties and Long-term Behavior -- Convolution-based Processes -- Application to Interest Rates. .
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| 520 |
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|a This book presents a novel approach to time series econometrics, which studies the behavior of nonlinear stochastic processes. This approach allows for an arbitrary dependence structure in the increments and provides a generalization with respect to the standard linear independent increments assumption of classical time series models. The book offers a solution to the problem of a general semiparametric approach, which is given by a concept called C-convolution (convolution of dependent variables), and the corresponding theory of convolution-based copulas. Intended for econometrics and statistics scholars with a special interest in time series analysis and copula functions (or other nonparametric approaches), the book is also useful for doctoral students with a basic knowledge of copula functions wanting to learn about the latest research developments in the field.
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| 650 |
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|a Statistics.
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| 650 |
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|a Applied mathematics.
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| 650 |
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|a Engineering mathematics.
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| 650 |
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0 |
|a Probabilities.
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| 650 |
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|a Econometrics.
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| 650 |
1 |
4 |
|a Statistics.
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| 650 |
2 |
4 |
|a Statistics for Business/Economics/Mathematical Finance/Insurance.
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| 650 |
2 |
4 |
|a Probability Theory and Stochastic Processes.
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| 650 |
2 |
4 |
|a Econometrics.
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| 650 |
2 |
4 |
|a Statistical Theory and Methods.
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| 650 |
2 |
4 |
|a Applications of Mathematics.
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| 700 |
1 |
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|a Gobbi, Fabio.
|e author.
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| 700 |
1 |
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|a Mulinacci, Sabrina.
|e author.
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| 710 |
2 |
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|a SpringerLink (Online service)
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| 773 |
0 |
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|t Springer eBooks
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| 776 |
0 |
8 |
|i Printed edition:
|z 9783319480145
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| 830 |
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|a SpringerBriefs in Statistics,
|x 2191-544X
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| 856 |
4 |
0 |
|u http://dx.doi.org/10.1007/978-3-319-48015-2
|z Full Text via HEAL-Link
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| 912 |
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|a ZDB-2-SMA
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| 950 |
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|a Mathematics and Statistics (Springer-11649)
|
