Copula-Based Markov Models for Time Series

The book "Copula-Based Markov Models for Time Series" offers a comprehensive introduction to statistical methods for analyzing time series data, with a particular focus on copula-based Markov chain models. It is aimed at students and researchers in the fields of economics, management, mathematics, and statistics who wish to gain a deeper understanding of the statistical analysis of time series. The authors present a variety of data examples from different disciplines such as economics, engineering, finance, and sports to illustrate the methods discussed. The individual chapters are designed to be read independently, making the book appealing to researchers as well. Additionally, various parametric models based on different distributions are covered, and modern computational techniques for estimating models are introduced.