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Record Nr. |
UNICAMPANIAVAN0115392 |
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Autore |
Buraczewski, Dariusz |
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Titolo |
Stochastic models with power-law tails : the equation X = AX + B / Dariusz Buraczewski, Ewa Damek, Thomas Mikosch |
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Pubbl/distr/stampa |
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Titolo uniforme |
Stochastic models with power-law tails |
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Descrizione fisica |
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XV, 320 p. : ill. ; 24 cm |
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Altri autori (Persone) |
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Damek, Ewa |
Mikosch, Thomas |
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Soggetti |
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60J80 - Branching processes (Galton-Watson, birth-and-death, etc.) [MSC 2020] |
60F10 - Large deviations [MSC 2020] |
60G10 - Stationary stochastic processes [MSC 2020] |
60B10 - Convergence of probability measures [MSC 2020] |
60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020] |
60F05 - Central limit and other weak theorems [MSC 2020] |
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] |
60B15 - Probability measures on groups or semigroups, Fourier transforms, factorization [MSC 2020] |
60G52 - Stable stochastic processes [MSC 2020] |
60G70 - Extreme value theory; extremal stochastic processes [MSC 2020] |
60J05 - Discrete-time Markov processes on general state spaces [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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