02101nam0 22004573i 450 VAN025053220230605091856.390N978107160737420220922d2020 |0itac50 baengUS|||| |||||Heavy-Tailed Time SeriesRafal Kulik, Philippe SoulierNew YorkSpringer2020xix, 681 p.ill.24 cm001VAN00494742001 Springer series in operations research210 Berlin [etc.]SpringerVAN0250534Heavy-Tailed Time Series291042060G55Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020]VANC024268MF62M10Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020]VANC025079MF60G52Stable stochastic processes [MSC 2020]VANC028993MF60G70Extreme value theory; extremal stochastic processes [MSC 2020]VANC030771MF62G32Statistics of extreme values; tail inference [MSC 2020]VANC031446MFExtremal processesKW:KExtreme value theoryKW:KPoint processesKW:KStable ProcessesKW:KStatistics of extreme valuesKW:KTail inferenceKW:KTime seriesKW:KUSNew YorkVANL000011KulikRafalVANV2046691015107SoulierPhilippeVANV204670745854Springer <editore>VANV108073650ITSOL20240614RICAhttp://doi.org/10.1007/978-1-0716-0737-4E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN0250532BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-book 5008 08eMF5008 20220922 Heavy-Tailed Time Series2910420UNICAMPANIA