Autore: |
Buraczewski, Dariusz
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Titolo: |
Stochastic models with power-law tails : the equation X = AX + B / Dariusz Buraczewski, Ewa Damek, Thomas Mikosch
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Pubblicazione: |
XV, 320 p., : ill. ; 24 cm |
Edizione: |
[Cham] : Springer, 2016 |
Descrizione fisica: |
Pubblicazione in formato elettronico |
Soggetto topico: |
60J80 - Branching processes (Galton-Watson, birth-and-death, etc.) [MSC 2020] |
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60F10 - Large deviations [MSC 2020] |
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60G10 - Stationary stochastic processes [MSC 2020] |
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60B10 - Convergence of probability measures [MSC 2020] |
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60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020] |
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60F05 - Central limit and other weak theorems [MSC 2020] |
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62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] |
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60B15 - Probability measures on groups or semigroups, Fourier transforms, factorization [MSC 2020] |
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60G52 - Stable stochastic processes [MSC 2020] |
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60G70 - Extreme value theory; extremal stochastic processes [MSC 2020] |
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60J05 - Discrete-time Markov processes on general state spaces [MSC 2020] |
Altri autori: |
Mikosch, Thomas
Damek, Ewa
|
Titolo autorizzato: |
Stochastic models with power-law tails |
Formato: |
Materiale a stampa |
Livello bibliografico |
Monografia |
Lingua di pubblicazione: |
Inglese |
Record Nr.: | SUN0115392 |
Lo trovi qui: | Univ. Vanvitelli |
Localizzazioni e accesso elettronico |
http://dx.doi.org/10.1007/978-3-319-29679-1 |
Opac: |
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