This textbook provides a step-by-step introduction to the class of vine copulas, their statistical inference and applications. It focuses on statistical estimation and selection methods for vine copulas in data applications. These flexible copula models can successfully accommod…
This textbook provides a step-by-step introduction to the class of vine copulas, their statistical inference and applications. It focuses on statistical estimation and selection methods for vine copulas in data applications. These flexible copula models can successfully accommod…
This textbook provides a step-by-step introduction to the class of vine copulas, their statistical inference and applications. It focuses on statistical estimation and selection methods for vine copulas in data applications. These flexible copula models can successfully accommod…
This textbook will familiarize students in economics and business, as well as practitioners, with the basic principles, techniques, and applications of applied statistics, statistical testing, and multivariate data analysis. Drawing on practical examples from the business world,…
This textbook will familiarize students in economics and business, as well as practitioners, with the basic principles, techniques, and applications of applied statistics, statistical testing, and multivariate data analysis. Drawing on practical examples from the business world,…
This textbook provides a step-by-step introduction to the tools and principles of high-dimensional statistics. Each chapter is complemented by numerous exercises, many of them with detailed solutions, and computer labs in R that convey valuable practical insights. The book cover…
This book discusses quantum theory as the theory of random (Brownian) motion of small particles (electrons etc.) under external forces. Implying that the Schrödinger equation is a complex-valued evolution equation and the Schrödinger function is a complex-valued evolution functi…
The goal of this book is to gather in a single document the most relevant concepts related to modern optimization methods, showing how such concepts and methods can be addressed using the open source, multi-platform R tool. Modern optimization methods, also known as metaheuristi…
1. What is a Stochastic Process? -- 2. The Simple Random Walk I: Associated Boundary Value Distributions, Transience and Recurrence -- 3. The Simple Random Walk II: First Passage Times -- 4. Multidimensional Random Walk -- 5. The Poisson Process, Compound Poisson Process, and Po…