Welcome to the MATLAB & Simulink Book Discussion Channel!
Book Program
on 21 Oct 2024
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3 Comments
We are pleased to announce the publication of "Hierarchical Archimedean Copulas" by Jan Górecki and Ostap Okhrin, released by Springer International Publishing in 2024. This comprehensive text delves into Hierarchical Archimedean Copulas (HACs), covering foundational concepts, the Archimedean family, and the unique properties of HACs. It also explores sampling algorithms, parameter estimation, and temporal models with applications in finance and economics. The final chapter introduces toolboxes for copula modeling in R, MATLAB, and Octave, equipping readers to model complex dependence structures effectively.
For more details, visit the MathWorks promotional page:
Congratulations on your new book. This is worth a new post.
I am happy to announce the release of my book
Digital Signal Processing - An introduction, second edition. Springer 2024
and place it for discussion
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