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Heavy-Tailed Time Series [[electronic resource] /] / by Rafal Kulik, Philippe Soulier
| Heavy-Tailed Time Series [[electronic resource] /] / by Rafal Kulik, Philippe Soulier |
| Autore | Kulik Rafal |
| Edizione | [1st ed. 2020.] |
| Pubbl/distr/stampa | New York, NY : , : Springer New York : , : Imprint : Springer, , 2020 |
| Descrizione fisica | 1 online resource (XIX, 681 p. 7 illus., 5 illus. in color.) |
| Disciplina | 519.24 |
| Collana | Springer Series in Operations Research and Financial Engineering |
| Soggetto topico |
Probabilities
Statistics Applied mathematics Engineering mathematics Probability Theory and Stochastic Processes Statistical Theory and Methods Applications of Mathematics |
| ISBN | 1-0716-0737-5 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Regular variation -- Regularly varying random variables -- Regularly varying random vectors -- Dealing with extremal independence -- Regular variation of series and random sums -- Regularly varying time series -- Limit theorems -- Convergence of clusters-. Point process convergence -- Convergence to stable and extremal processes -- The tall empirical and quantile processes -- Estimation of cluster functionals -- Estimation for extremally independent time series -- Bootstrap -- Time series models -- Max-stable processes -- Markov chains -- Moving averages -- Long memory processes -- Appendices. . |
| Record Nr. | UNISA-996418273703316 |
Kulik Rafal
|
||
| New York, NY : , : Springer New York : , : Imprint : Springer, , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Heavy-Tailed Time Series / / by Rafal Kulik, Philippe Soulier
| Heavy-Tailed Time Series / / by Rafal Kulik, Philippe Soulier |
| Autore | Kulik Rafal |
| Edizione | [1st ed. 2020.] |
| Pubbl/distr/stampa | New York, NY : , : Springer New York : , : Imprint : Springer, , 2020 |
| Descrizione fisica | 1 online resource (XIX, 681 p. 7 illus., 5 illus. in color.) |
| Disciplina | 519.24 |
| Collana | Springer Series in Operations Research and Financial Engineering |
| Soggetto topico |
Probabilities
Statistics Mathematics Probability Theory Statistical Theory and Methods Applications of Mathematics |
| ISBN |
9781071607374
1071607375 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Regular variation -- Regularly varying random variables -- Regularly varying random vectors -- Dealing with extremal independence -- Regular variation of series and random sums -- Regularly varying time series -- Limit theorems -- Convergence of clusters-. Point process convergence -- Convergence to stable and extremal processes -- The tall empirical and quantile processes -- Estimation of cluster functionals -- Estimation for extremally independent time series -- Bootstrap -- Time series models -- Max-stable processes -- Markov chains -- Moving averages -- Long memory processes -- Appendices. . |
| Record Nr. | UNINA-9910484135703321 |
|
Kulik Rafal
|
||
| New York, NY : , : Springer New York : , : Imprint : Springer, , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||