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Record Nr. |
UNICAMPANIAVAN00250532 |
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Autore |
Kulik, Rafal |
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Titolo |
Heavy-Tailed Time Series / Rafal Kulik, Philippe Soulier |
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Pubbl/distr/stampa |
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New York, : Springer, 2020 |
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Titolo uniforme |
Heavy-Tailed Time Series |
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Descrizione fisica |
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xix, 681 p. : ill. ; 24 cm |
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Altri autori (Persone) |
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Soggetti |
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60G52 - Stable stochastic processes [MSC 2020] |
60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020] |
60G70 - Extreme value theory; extremal stochastic processes [MSC 2020] |
62G32 - Statistics of extreme values; tail inference [MSC 2020] |
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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