Opening book details…
Can I read Heavy-tailed Time Series (springer Series In Operations Research And Financial Engineering) on EtoBox?
Heavy-tailed Time Series (springer Series In Operations Research And Financial Engineering) by Rafal Kulik, Philippe Soulier is a nonfiction available to read on EtoBox.
What is Heavy-tailed Time Series (springer Series In Operations Research And Financial Engineering) about?
This Book Aims To Present A Comprehensive, Self-contained, And Concise Overview Of Extreme Value Theory For Time Series, Incorporating The Latest Research Trends Alongside Classical Methodology. Appropriate For Graduate Coursework Or Professional Reference, The Book Requires A Background In Extreme Value Theory For I.i.d. Data And Basics Of Time Series. Following A Brief Review Of Foundational Concepts, It Progresses Linearly Through Topics In Limit Theorems And Time Series Models While Including Unique Historical Insights At Each Chapter's Conclusion. Additionally, The Book Incorporates Complete Proofs And Exercises With Solutions As Well As Substantive Reference Lists And Appendices, Featuring A Novel Commentary On The Theory Of Weak And Vague Convergence.
Who reads Heavy-tailed Time Series (springer Series In Operations Research And Financial Engineering)?
It is typically read by self-directed learners exploring a subject in depth.
Common subject areas: history, science, philosophy, social sciences.
- Author
- Rafal Kulik, Philippe Soulier
- Publisher
- Springer New York, Imprint Springer
- Published
- 2020
- Language
- EN
- ISBN
- 9781071607350
- Category
- nonfiction
- Subjects
- Mathematics, Stem
More by Rafal Kulik, Philippe Soulier
Browse all works by Rafal Kulik, Philippe Soulier
Similar books
- Heavy-Tail Phenomena: Probabilistic and Statistical Modeling (Springer Series in Operations Research and Financial Engineering) — Sidney I. Resnick (auth.) (2007)
- Markov Chains (Springer Series in Operations Research and Financial Engineering) — Randal Douc, Eric Moulines, Pierre Priouret, Philippe Soulier (2018)
- Univariate Stable Distributions: Models for Heavy Tailed Data (Springer Series in Operations Research and Financial Engineering) — John P. Nolan (2020)
- Multivariate Extreme Value Theory and D-Norms (Springer Series in Operations Research and Financial Engineering) (2019)
- Extreme Values, Regular Variation and Point Processes (Springer Series in Operations Research and Financial Engineering) — Sidney I. Resnick (auth.) (1987)
- Cooperative Stochastic Differential Games (Springer Series in Operations Research and Financial Engineering) — David W.K. Yeung, Leon A. Petrosyan, David W. K. (2005)