Computational methods for a copula-based markov chain model
Copula-based Markov models have gained recognition as powerful tools for capturing intricate dependence structures in time series datasets. This study focuses on estimating parameters and assessing the performance of Clayton and Gaussian copulas in modelling Laplace distributed time series data. The...
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| Format: | Final Year Project / Dissertation / Thesis |
| Published: |
2024
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| Online Access: | http://eprints.utar.edu.my/6839/1/AM_2200494_Final_Lee_Chin_Yee.pdf http://eprints.utar.edu.my/6839/ |
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