| Autore: |
Buraczewski, Dariusz
|
| Titolo: |
Stochastic models with power-law tails : the equation X = AX + B / Dariusz Buraczewski, Ewa Damek, Thomas Mikosch
|
| Pubblicazione: |
[Cham], : Springer, 2016 |
| Titolo uniforme: |
Stochastic models with power-law tails
|
| Descrizione fisica: |
XV, 320 p. : ill. ; 24 cm |
| Soggetto topico: |
60J80 - Branching processes (Galton-Watson, birth-and-death, etc.) [MSC 2020] |
| |
60F10 - Large deviations [MSC 2020] |
| |
60G10 - Stationary stochastic processes [MSC 2020] |
| |
60B10 - Convergence of probability measures [MSC 2020] |
| |
60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020] |
| |
60F05 - Central limit and other weak theorems [MSC 2020] |
| |
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] |
| |
60B15 - Probability measures on groups or semigroups, Fourier transforms, factorization [MSC 2020] |
| |
60G52 - Stable stochastic processes [MSC 2020] |
| |
60G70 - Extreme value theory; extremal stochastic processes [MSC 2020] |
| |
60J05 - Discrete-time Markov processes on general state spaces [MSC 2020] |
| Altri autori: |
Damek, Ewa
Mikosch, Thomas
|
| Titolo autorizzato: |
Stochastic models with power-law tails |
|
| Formato: |
Materiale a stampa  |
| Livello bibliografico |
Monografia |
| Lingua di pubblicazione: |
Inglese |
| Record Nr.: | VAN0115392 |
|
| Lo trovi qui: | Univ. Vanvitelli |
| Localizzazioni e accesso elettronico |
http://dx.doi.org/10.1007/978-3-319-29679-1 |
| Opac: |
Controlla la disponibilità qui |
