Please use this identifier to cite or link to this item:
https://elib.bsu.by/handle/123456789/9322| Title: | Construction of Copula Models |
| Authors: | Novik, A. Troush, N. |
| Keywords: | ЭБ БГУ::ОБЩЕСТВЕННЫЕ НАУКИ::Информатика |
| Issue Date: | 2012 |
| Publisher: | Минск: БГУ |
| Citation: | Modeling and Simulation : MS'2012 : Proc. of the Intern. Conf., 2—4 May 2012, Minsk, Belarus. - Minsk: Publ. Center of BSU, 2012. - 178 p. - ISBN 978-985-553-010-8. |
| Abstract: | In this paper the device of models copula and opportunity of application is considered at the analysis of time series. For the purpose the copula definition and its properties, are discussed then different copulas families. The illustrative examples of modeling of distribution by various kinds copulas are described, using a package R. |
| URI: | http://elib.bsu.by/handle/123456789/9322 |
| Appears in Collections: | 2012. Моделирование процессов систем: Труды Международной конференции Статьи факультета прикладной математики и информатики |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 34r 148.pdf | 800,41 kB | Adobe PDF | View/Open |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.