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. | UNINA-9910484135703321 |
Kulik Rafal | ||
New York, NY : , : Springer New York : , : Imprint : Springer, , 2020 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
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 | ||
|
Markov Chains / / by Randal Douc, Eric Moulines, Pierre Priouret, Philippe Soulier |
Autore | Douc Randal |
Edizione | [1st ed. 2018.] |
Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 |
Descrizione fisica | 1 online resource (XVIII, 757 p. 424 illus., 1 illus. in color.) |
Disciplina | 519.24 |
Collana | Springer Series in Operations Research and Financial Engineering |
Soggetto topico |
Probabilities
Probability Theory and Stochastic Processes |
ISBN | 3-319-97704-0 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Part I Foundations -- Markov Chains: Basic Definitions -- Examples of Markov Chains -- Stopping Times and the Strong Markov Property -- Martingales, Harmonic Functions and Polsson-Dirichlet Problems -- Ergodic Theory for Markov Chains -- Part II Irreducible Chains: Basics -- Atomic Chains -- Markov Chains on a Discrete State Space -- Convergence of Atomic Markov Chains -- Small Sets, Irreducibility and Aperiodicity -- Transience, Recurrence and Harris Recurrence -- Splitting Construction and Invariant Measures -- Feller and T-kernels -- Part III Irreducible Chains: Advanced Topics -- Rates of Convergence for Atomic Markov Chains -- Geometric Recurrence and Regularity -- Geometric Rates of Convergence -- (f, r)-recurrence and Regularity -- Subgeometric Rates of Convergence -- Uniform and V-geometric Ergodicity by Operator Methods -- Coupling for Irreducible Kernels -- Part IV Selected Topics -- Convergence in the Wasserstein Distance -- Central Limit Theorems -- Spectral Theory -- Concentration Inequalities -- Appendices -- A Notations -- B Topology, Measure, and Probability -- C Weak Convergence -- D Total and V-total Variation Distances -- E Martingales -- F Mixing Coefficients -- G Solutions to Selected Exercises. |
Record Nr. | UNINA-9910303453303321 |
Douc Randal | ||
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Nomad lives : From Prehistoric Times to the Present Day / Aline Averbouh, Nejma Goutas, Sophie Méry |
Autore | Amiri Sarieh |
Pubbl/distr/stampa | Paris, : Publications scientifiques du Muséum, 2021 |
Descrizione fisica | 1 online resource (671 p.) |
Altri autori (Persone) |
AudouzeFrançoise
AverbouhAline BahuchetSerge BaroinCatherine BéarezPhilippe BenjaminMaria Helena BerthonRémi BeyriesSylvie BordigoniMarc BourdierCamille BrisebarreAnne-Marie DavidFrancine DelvigneVincent DemouleJean-Paul ElguetaJimena Torres EnloeJames G FerretCarole FoisneauLise FuentesOscar GazagnadouDidier GoutasNejma GuédonMarie-Françoise GutierrezManuel HarmandSonia HitchcockRobert K LaugrandFrédéric LewisJason E MahdiMohamed MashkourMarjan MazzellaSylvie MercierDelphine MérySophie MontignyAnie PinçonGeneviève RaynalJean-Paul RocheHélène RománManuel San SarmientoJulio Bendezu SoulierPhilippe TarriusAlain ThéveninMichaël ThoteAlain TripierPierre Vasil’evSergey A VatéVirginie VigneJean-Denis |
Soggetto topico |
Anthropology
ethnologie géologie préhistoire migrations sciences de l'homme ethnology geology prehistory migration human sciences |
Soggetto genere / forma | History |
ISBN | 2-85653-967-X |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Nomads and nomadism Practical life in the camp: material production and dwelling Practical life outside the camp: territories and ecnomic organization Social life and relationship with the living: withing and outside the group Divinized life and relationship to the dead: myths, rites and beliefs |
Record Nr. | UNINA-9910520200303321 |
Amiri Sarieh | ||
Paris, : Publications scientifiques du Muséum, 2021 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Policer les mobilités : Europe - États-Unis, xviiie-xxie siècle / / Anne Conchon, Laurence Montel, Céline Regnard |
Autore | Carnevale Diego |
Pubbl/distr/stampa | Paris, : Éditions de la Sorbonne, 2021 |
Descrizione fisica | 1 online resource (184 p.) |
Altri autori (Persone) |
ConchonAnne
De KosterMargo HouteArnaud-Dominique LeloupPieter LévyRené MontelLaurence RegnardCéline SoulierPhilippe TouchelayBéatrice |
Collana | Mobilités & Sociétés |
Soggetto topico |
History
Law XIXe siècle Europe droit mobilité spatiale transport XXe siècle XVIIIe siècle États-Unis XXIe siècle communication restriction |
Soggetto non controllato |
XIXe siècle
Europe droit mobilité spatiale transport XXe siècle XVIIIe siècle États-Unis XXIe siècle communication restriction |
ISBN | 979-1-03-510767-3 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | fre |
Record Nr. | UNINA-9910567800503321 |
Carnevale Diego | ||
Paris, : Éditions de la Sorbonne, 2021 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Pour une histoire de la préhistoire océanienne : Approches historiographiques de l’archéologie francophone dans le Pacifique / / Emilie Dotte-Sarout, Anne Di Piazza, Frédérique Valentin, Matthew Spriggs |
Autore | Abadía Oscar Moro |
Pubbl/distr/stampa | Marseille, : pacific-credo Publications, 2020 |
Descrizione fisica | 1 online resource (332 p.) |
Altri autori (Persone) |
BedfordStuart
CauweNicolas Di PiazzaAnne Dotte-SaroutÉmilie LagardeLouis LaurièreChristine LavacheryThomas NoletÉmilie Patole-EdoumbaÉlise PiazzaAnne Di SandChristophe SoulierPhilippe SpriggsMatthew ValentinFrédérique Dotte-SaroutEmilie |
Collana | Cahiers du Credo |
Soggetto topico |
History & Archaeology
Histoire Archéologie Océanie Francophone Pacifique Historiographie épistémologie histoire des sciences biographie anthropologie Nouvelle-Calédonie Polynésie française Île de Pâques Vanuatu Îles Mariannes |
Soggetto non controllato |
Histoire
Archéologie Océanie Francophone Pacifique Historiographie épistémologie histoire des sciences biographie anthropologie Nouvelle-Calédonie Polynésie française Île de Pâques Vanuatu Îles Mariannes |
ISBN | 2-491338-09-2 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | fre |
Record Nr. | UNINA-9910496000503321 |
Abadía Oscar Moro | ||
Marseille, : pacific-credo Publications, 2020 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|