Hierarchical Archimedean Copulas

Jan Górecki is an Assistant Professor at the Department of Informatics and Mathematics, School of Business Administration in Karviná, at the Silesian University in Opava, Czech Republic. He is engaged in research in the field of computational statistics, machine learning and large language models, and teaching courses focused on artificial intelligence and web development.

Ostap Okhrin is Professor of Econometrics and Statistics, especially in Transportation, at the Institute of Transport and Economics, TU Dresden, Germany. He has co-authored nearly 100 publications in the field of mathematical and applied statistics, econometrics, and reinforcement learning, with applications to finance, economics and autonomous driving.

Preface.- 1 Copulas.- 2 Archimedean Copulas.- 3 Construction.- 4 Properties.- 5 Sampling.- 6 Estimation.- 7 Temporal Models and their Applications.- 8 Software.