03689nam 22006135 450 99641827370331620200701165057.01-0716-0737-510.1007/978-1-0716-0737-4(CKB)4100000011325643(DE-He213)978-1-0716-0737-4(MiAaPQ)EBC6245900(PPN)269145729(EXLCZ)99410000001132564320200701d2020 u| 0engurnn|008mamaatxtrdacontentcrdamediacrrdacarrierHeavy-Tailed Time Series[electronic resource] /by Rafal Kulik, Philippe Soulier1st ed. 2020.New York, NY :Springer New York :Imprint: Springer,2020.1 online resource (XIX, 681 p. 7 illus., 5 illus. in color.) Springer Series in Operations Research and Financial Engineering,1431-85981-0716-0735-9 Includes bibliographical references and index.Regular variation -- Regularly varying random variables -- Regularly varying random vectors -- Dealing with extremal independence -- Regular variation of series and random sums -- Regularly varying time series -- Limit theorems -- Convergence of clusters-. Point process convergence -- Convergence to stable and extremal processes -- The tall empirical and quantile processes -- Estimation of cluster functionals -- Estimation for extremally independent time series -- Bootstrap -- Time series models -- Max-stable processes -- Markov chains -- Moving averages -- Long memory processes -- Appendices. .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 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 vague convergence.Springer Series in Operations Research and Financial Engineering,1431-8598ProbabilitiesStatistics Applied mathematicsEngineering mathematicsProbability Theory and Stochastic Processeshttps://scigraph.springernature.com/ontologies/product-market-codes/M27004Statistical Theory and Methodshttps://scigraph.springernature.com/ontologies/product-market-codes/S11001Applications of Mathematicshttps://scigraph.springernature.com/ontologies/product-market-codes/M13003Probabilities.Statistics .Applied mathematics.Engineering mathematics.Probability Theory and Stochastic Processes.Statistical Theory and Methods.Applications of Mathematics.519.24Kulik Rafalauthttp://id.loc.gov/vocabulary/relators/aut1015107Soulier Philippeauthttp://id.loc.gov/vocabulary/relators/autMiAaPQMiAaPQMiAaPQBOOK996418273703316Heavy-Tailed Time Series2368777UNISA