Copula-Based Markov Models for Time Series

Li‐Hsien Sun; Xin-Wei Huang; Mohammed Alqawba; Jong‐Min Kim; Takeshi Emura

doi:10.1007/978-981-15-4998-4

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Copula-Based Markov Models for Time Series

Li‐Hsien Sun Xin-Wei Huang Mohammed Alqawba Jong‐Min Kim Takeshi Emura

Year: 2020 SpringerBriefs in statistics Publisher: Springer International Publishing

DOI: 10.1007/978-981-15-4998-4

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Keywords:

Copula (linguistics) Markov chain Computer science Series (stratigraphy) Econometrics Bayesian probability Time series Markov chain Monte Carlo Statistics Data mining Mathematics Artificial intelligence Machine learning

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Fault Detection and Control Systems

Physical Sciences → Engineering → Control and Systems Engineering

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Copula-Based Markov Models for Time Series

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