02309nam0 2200445 i 450 SUN011539220180309093149.9990.00N978-3-319-29679-120180307d2016 |0engc50 baengCH|||| |||||*Stochastic models with power-law tailsthe equation XAX + BDariusz Buraczewski, Ewa Damek, Thomas Mikosch[Cham] : Springer, 2016XV320 p.ill. ; 24 cmPubblicazione in formato elettronico001SUN00494742001 *Springer series in operations research210 BerlinSpringer1987-.60J80Branching processes (Galton-Watson, birth-and-death, etc.) [MSC 2020]MFSUNC02009660F10Large deviations [MSC 2020]MFSUNC02079660G10Stationary stochastic processes [MSC 2020]MFSUNC02155260B10Convergence of probability measures [MSC 2020]MFSUNC02245160G55Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020]MFSUNC02426860F05Central limit and other weak theorems [MSC 2020]MFSUNC02465262M10Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020]MFSUNC02507960B15Probability measures on groups or semigroups, Fourier transforms, factorization [MSC 2020]MFSUNC02672560G52Stable stochastic processes [MSC 2020]MFSUNC02899360G70Extreme value theory; extremal stochastic processes [MSC 2020]MFSUNC03077160J05Discrete-time Markov processes on general state spaces [MSC 2020]MFSUNC033865CHChamSUNL001889Buraczewski, DariuszSUNV089303756090Mikosch, ThomasSUNV04222228029Damek, EwaSUNV089304756091SpringerSUNV000178650ITSOL20201026RICAhttp://dx.doi.org/10.1007/978-3-319-29679-1SUN0115392BIBLIOTECA CENTRO DI SERVIZIO SBA15CONS SBA EBOOK 2527 15EB 2527 20180307 Stochastic models with power-law tails1523655UNICAMPANIA