Heavy-Tailed Time Series / Rafal Kulik, Philippe Soulier
| Heavy-Tailed Time Series / Rafal Kulik, Philippe Soulier |
| Autore | Kulik, Rafal |
| Pubbl/distr/stampa | New York, : Springer, 2020 |
| Descrizione fisica | xix, 681 p. : ill. ; 24 cm |
| Altri autori (Persone) | Soulier, Philippe |
| Soggetto topico |
60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020]
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 60G52 - Stable stochastic processes [MSC 2020] 60G70 - Extreme value theory; extremal stochastic processes [MSC 2020] 62G32 - Statistics of extreme values; tail inference [MSC 2020] |
| Soggetto non controllato |
Extremal processes
Extreme value theory Point processes Stable Processes Statistics of extreme values Tail inference Time series |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0250532 |
Kulik, Rafal
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| New York, : Springer, 2020 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Heavy-Tailed Time Series / Rafal Kulik, Philippe Soulier
| Heavy-Tailed Time Series / Rafal Kulik, Philippe Soulier |
| Autore | Kulik, Rafal |
| Pubbl/distr/stampa | New York, : Springer, 2020 |
| Descrizione fisica | xix, 681 p. : ill. ; 24 cm |
| Altri autori (Persone) | Soulier, Philippe |
| Soggetto topico |
60G52 - Stable stochastic processes [MSC 2020]
60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020] 60G70 - Extreme value theory; extremal stochastic processes [MSC 2020] 62G32 - Statistics of extreme values; tail inference [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] |
| Soggetto non controllato |
Extremal processes
Extreme value theory Point processes Stable Processes Statistics of extreme values Tail inference Time series |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00250532 |
Kulik, Rafal
|
||
| New York, : Springer, 2020 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Long-memory processes : probabilistic, properties and statistical methods / Jan Beran [et al.]
| Long-memory processes : probabilistic, properties and statistical methods / Jan Beran [et al.] |
| Pubbl/distr/stampa | Berlin ; Heidelberg : Springer, c2013 |
| Descrizione fisica | xvii, 884 p. ; 25 cm |
| Disciplina | 519.5 |
| Altri autori (Persone) |
Beren, Jan
Feng, Yuanhua Ghosh, Sucharita Kulik, Rafal |
| Soggetto topico |
Probability - Applications
Stochastic processes - Applications |
| ISBN | 9783642355110 |
| Classificazione |
AMS 62M09
AMS 62M10 AMS 60G18 AMS 60G22 AMS 60G52 AMS 60G60 AMS 91B84 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991002615159707536 |
| Berlin ; Heidelberg : Springer, c2013 | ||
| Lo trovi qui: Univ. del Salento | ||
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