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Non-linear time series : extreme events and integer value problems / Kamil Feridun Turkman, Manuel González Scotto, Patrícia de Zea Bermudez
| Non-linear time series : extreme events and integer value problems / Kamil Feridun Turkman, Manuel González Scotto, Patrícia de Zea Bermudez |
| Autore | Turkman, Kamil Feridun |
| Pubbl/distr/stampa | Cham, : Springer, 2014 |
| Descrizione fisica | XII, 245 p. : ill. ; 24 cm |
| Altri autori (Persone) |
de Zea Bermudez, Patrícia
Scotto, Manuel González |
| Soggetto topico |
60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020]
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 60G70 - Extreme value theory; extremal stochastic processes [MSC 2020] |
| Soggetto non controllato |
Extreme value theory
Integer valued time series Non-linear time series |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0103807 |
Turkman, Kamil Feridun
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| Cham, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Non-linear time series : extreme events and integer value problems / Kamil Feridun Turkman, Manuel González Scotto, Patrícia de Zea Bermudez
| Non-linear time series : extreme events and integer value problems / Kamil Feridun Turkman, Manuel González Scotto, Patrícia de Zea Bermudez |
| Autore | Turkman, Kamil Feridun |
| Edizione | [Cham : Springer, 2014] |
| Pubbl/distr/stampa | XII, 245 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Altri autori (Persone) |
Scotto, Manuel González
de Zea Bermudez, Patrícia |
| Soggetto topico |
60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020]
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 60G70 - Extreme value theory; extremal stochastic processes [MSC 2020] |
| ISBN | 8-3-319-07027-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0103807 |
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Turkman, Kamil Feridun
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| XII, 245 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Risk and Insurance : A Graduate Text / Søren Asmussen, Mogens Steffensen
| Risk and Insurance : A Graduate Text / Søren Asmussen, Mogens Steffensen |
| Autore | Asmussen, Soren |
| Pubbl/distr/stampa | Cham, : Springer, 2020 |
| Descrizione fisica | xv, 505 p. : ill. ; 24 cm |
| Altri autori (Persone) | Steffensen, Mogens |
| Soggetto topico |
91B05 - Risk models (general) [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 60G70 - Extreme value theory; extremal stochastic processes [MSC 2020] 91G05 - Actuarial mathematics [MSC 2020] |
| Soggetto non controllato |
Consumption-investment
Empirical Bayes Life insurance Non-life insurance Quantitative Finance Reserves Risk and Insurance Risk management Ruin theory Stochastic Controls Tails of sums Valuation of payment streams |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0249744 |
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Asmussen, Soren
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| Cham, : Springer, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Stochastic models with power-law tails : the equation X = AX + B / Dariusz Buraczewski, Ewa Damek, Thomas Mikosch
| Stochastic models with power-law tails : the equation X = AX + B / Dariusz Buraczewski, Ewa Damek, Thomas Mikosch |
| Autore | Buraczewski, Dariusz |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XV, 320 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Damek, Ewa
Mikosch, Thomas |
| 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] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0115392 |
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Buraczewski, Dariusz
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| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Stochastic models with power-law tails : the equation X = AX + B / Dariusz Buraczewski, Ewa Damek, Thomas Mikosch
| Stochastic models with power-law tails : the equation X = AX + B / Dariusz Buraczewski, Ewa Damek, Thomas Mikosch |
| Autore | Buraczewski, Dariusz |
| Edizione | [[Cham] : Springer, 2016] |
| Pubbl/distr/stampa | XV, 320 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Altri autori (Persone) |
Mikosch, Thomas
Damek, Ewa |
| 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] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0115392 |
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Buraczewski, Dariusz
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| XV, 320 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Superconcentration and related topics / Sourav Chatterjee
| Superconcentration and related topics / Sourav Chatterjee |
| Autore | Chatterjee, Sourav |
| Pubbl/distr/stampa | Cham, : Springer, 2014 |
| Descrizione fisica | IX, 156 p. ; 24 cm |
| Soggetto topico |
60K35 - Interacting random processes; statistical mechanics type models; percolation theory [MSC 2020]
60G15 - Gaussian processes [MSC 2020] 82B44 - Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics [MSC 2020] 60E15 - Inequalities; stochastic orderings [MSC 2020] 60G60 - Random fields [MSC 2020] 60G70 - Extreme value theory; extremal stochastic processes [MSC 2020] |
| Soggetto non controllato |
Chaos
Concentration of measure Disordered system Gaussian field Hypercontractivity Multiple valleys Spin glass Superconcentration |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0103286 |
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Chatterjee, Sourav
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| Cham, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Superconcentration and related topics / Sourav Chatterjee
| Superconcentration and related topics / Sourav Chatterjee |
| Autore | Chatterjee, Sourav |
| Edizione | [Cham : Springer, 2014] |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
60K35 - Interacting random processes; statistical mechanics type models; percolation theory [MSC 2020]
60G15 - Gaussian processes [MSC 2020] 82B44 - Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics [MSC 2020] 60E15 - Inequalities; stochastic orderings [MSC 2020] 60G60 - Random fields [MSC 2020] 60G70 - Extreme value theory; extremal stochastic processes [MSC 2020] |
| ISBN | 8-3-319-03885-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0103286 |
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Chatterjee, Sourav
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| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Soggetto topico
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60G70 - Extreme value theory; extremal stochastic processes [MSC 2020]
(17)
- 60G52 - Stable stochastic processes [MSC 2020] (5)
- 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] (5)
- 60F05 - Central limit and other weak theorems [MSC 2020] (4)
- 60F10 - Large deviations [MSC 2020] (4)