LIBROS DEL AUTOR: jan gorecki

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  • Hierarchical Archimedean Copulas
    Jan Górecki / Ostap Okhrin
    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...
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    61,96 €