Copula-Based Markov Models for Time Series

Li-Hsien Sun,  National Central UniversityXin-Wei Huang, National Chiao Tung UniversityMohammed S. Alqawba, Qassim UniversityJong-Min Kim, University of Minnesota at MorrisTakeshi Emura, Chang Gung University

• 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 and conditional distribution by copula.- Chapter 7 Copula Markov models for count series with excess zeros.