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024 7 $a10.1007/978-3-319-24927-8
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100   $a20160126d2016      u|         0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 10$aTempered stable distributions $estochastic models for multiscale processes /$fby Michael Grabchak
205   $a1st ed. 2016.
210  1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2016.
215   $a1 online resource (127 p.)
225 1 $aSpringerBriefs in Mathematics,$x2191-8198
300   $aDescription based upon print version of record.
311   $a3-319-24925-8 
320   $aIncludes bibliographical references and index.
327   $aIntroduction -- Preliminaries -- Tempered Stable Distributions -- Limit Theorems for Tempered Stable Distributions -- Multiscale Properties of Tempered Stable Levy Processes -- Parametric Classes -- Applications  -- Epilogue -- References.
330   $aThis brief is concerned with tempered stable distributions and their associated Levy processes. It is a good text for researchers interested in learning about tempered stable distributions. A tempered stable distribution is one which takes a stable distribution and modifies its tails to make them lighter. The motivation for this class comes from the fact that infinite variance stable distributions appear to provide a good fit to data in a variety of situations, but the extremely heavy tails of these models are not realistic for most real world applications. The idea of using distributions that modify the tails of stable models to make them lighter seems to have originated in the influential paper of Mantegna and Stanley (1994). Since then, these distributions have been extended and generalized in a variety of ways. They have been applied to a wide variety of areas including mathematical finance, biostatistics,computer science, and physics.
410  0$aSpringerBriefs in Mathematics,$x2191-8198
606   $aProbabilities
606   $aEconomics, Mathematical
606   $aProbability Theory and Stochastic Processes$3https://scigraph.springernature.com/ontologies/product-market-codes/M27004
606   $aQuantitative Finance$3https://scigraph.springernature.com/ontologies/product-market-codes/M13062
615  0$aProbabilities.
615  0$aEconomics, Mathematical.
615 14$aProbability Theory and Stochastic Processes.
615 24$aQuantitative Finance.
676   $a519.24
700   $aGrabchak$b Michael$4aut$4http://id.loc.gov/vocabulary/relators/aut$0756103
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910254084003321
996   $aTempered stable distributions$91523672
997   $aUNINA