LEADER 03302nam 22006135 450 001 9910254084003321 005 20220412170605.0 010 $a3-319-24927-4 024 7 $a10.1007/978-3-319-24927-8 035 $a(CKB)3710000000580381 035 $a(EBL)4383695 035 $a(SSID)ssj0001607103 035 $a(PQKBManifestationID)16317090 035 $a(PQKBTitleCode)TC0001607103 035 $a(PQKBWorkID)14896502 035 $a(PQKB)11120056 035 $a(DE-He213)978-3-319-24927-8 035 $a(MiAaPQ)EBC4383695 035 $a(PPN)191701157 035 $a(EXLCZ)993710000000580381 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 LEADER 01950nam0 2200433 i 450 001 LIG0021483 005 20251003044204.0 010 $a8855528327 020 $aIT$b2006-12844 100 $a20130827d2005 ||||0itac50 ba 101 | $aita$aeng 102 $ait 181 1$6z01$ai $bxxxe 182 1$6z01$an 183 1$6z01$anc$2RDAcarrier 200 1 $aAtti del 3. Congresso nazionale di archeometria$eBressanone, febbraio 2004$fa cura di Claudio D'Amico, coadiuvato dal comitato editoriale 210 $aBologna$cPātron$d2005 215 $a453 p.$cill.$d24 cm 300 $aIn testa al front.: A.I.Ar., Associazione italiana di archeometria, metodologie scientifiche per i beni culturali. 606 $aArcheometria$xCongressi$x2004$2FIR$3LIGC026843$9I 676 $a551$9GEOLOGIA, METEOROLOGIA, IDROLOGIA$v14 696 $aConvegni$aCongressi e convegni 699 $aCongressi$yConvegni 699 $aCongressi$yCongressi e convegni 702 1$aD'Amico$b, Claudio$f <1931-2020>$3CFIV073135 710 12$aCongresso nazionale di archeometria$d <3.$f ; 2004$e ; Bressanone>$3LIGV005349$4070$0756587 712 02$aA.I.Ar.$3VEAV047306 790 1$aD'Amico$b, Claudio$f <1931-2020>$3RT1V046781$zD'Amico, Claudio <1931-2020> 791 02$aAssociazione nazionale di archeometria$3CFIV258632$zA.I.Ar. 791 02$aAssociazione di archeometria, metodologie scientifiche per i beni culturali$3CFIV262474$zA.I.Ar. 791 02$aAssociazione italiana di archeometria$3VEAV047307$zA.I.Ar. 801 3$aIT$bIT-000000$c20130827 850 $aIT-BN0095 901 $bNAP 01$cSALA $n$ 912 $aLIG0021483 950 0$aBiblioteca Centralizzata di Ateneo$c1 v.$d 01SALA 551 ATT 3$e 0104 0000007375 VMA 1 v.$fA $h20071005$i20071005 977 $a 01 996 $aAtti del 3. Congresso nazionale di archeometria$91525518 997 $aUNISANNIO