Abstract
This chapter briefly describes the main ideas of the book: time series data and copula-based Markov models for serial dependence. For illustration, we introduce five datasets, namely, the chemical process data, S&P 500 stock market index data, the batting average data in MLB, the stock price data of Dow Jones Industrial Average, and data on the number of arsons.
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Sun, LH., Huang, XW., Alqawba, M.S., Kim, JM., Emura, T. (2020). Overview of the Book with Data Examples. In: Copula-Based Markov Models for Time Series. SpringerBriefs in Statistics(). Springer, Singapore. https://doi.org/10.1007/978-981-15-4998-4_1
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DOI: https://doi.org/10.1007/978-981-15-4998-4_1
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