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Analytical Methods in Statistics : AMISTAT, Prague, November 2015 / Jaromír Antoch ... [et al.] editors
| Analytical Methods in Statistics : AMISTAT, Prague, November 2015 / Jaromír Antoch ... [et al.] editors |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | ix, 207 p. : ill. ; 24 cm |
| Soggetto topico |
60Gxx - Stochastic processes [MSC 2020]
62Mxx - Inference from stochastic processes [MSC 2020] 62Jxx - Linear inference, regression [MSC 2020] 62G08 - Nonparametric regression and quantile regression [MSC 2020] 62Fxx - Parametric inference [MSC 2020] 62E20 - Asymptotic distribution theory in statistics [MSC 2020] |
| Soggetto non controllato |
Analytical methods
Asymptotic analysis Bootstrap Estimation and hypothesis testing Fisher information Heavy tails Long-memory processes Minimization of divergence Probability distribution Quantile regression Regression Resampling Shape constrains Statistical inference Stochastic processes |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0123903 |
| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Analytical Methods i...
Analytical Methods in Statistics : AMISTAT, Prague, November 2015 / Jaromír Antoch ... [et al.] editors
| Analytical Methods in Statistics : AMISTAT, Prague, November 2015 / Jaromír Antoch ... [et al.] editors |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | ix, 207 p. : ill. ; 24 cm |
| Soggetto topico |
60Gxx - Stochastic processes [MSC 2020]
62E20 - Asymptotic distribution theory in statistics [MSC 2020] 62Fxx - Parametric inference [MSC 2020] 62G08 - Nonparametric regression and quantile regression [MSC 2020] 62Jxx - Linear inference, regression [MSC 2020] 62Mxx - Inference from stochastic processes [MSC 2020] |
| Soggetto non controllato |
Analytical methods
Asymptotic analysis Bootstrap Estimation and hypothesis testing Fisher information Heavy tails Long-memory processes Minimization of divergence Probability distribution Quantile regression Regression Resampling Shape constrains Statistical inference Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00123903 |
| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Analytical Methods i...
Closure Properties for Heavy-Tailed and Related Distributions : An Overview / Remigijus Leipus, Jonas Šiaulys, Dimitrios Konstantinides
| Closure Properties for Heavy-Tailed and Related Distributions : An Overview / Remigijus Leipus, Jonas Šiaulys, Dimitrios Konstantinides |
| Autore | Leipus, Remigijus |
| Pubbl/distr/stampa | Cham, : Springer, 2023 |
| Descrizione fisica | ix, 92 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Konstantinides, Dimitrios
Šiaulys, Jonas |
| Soggetto non controllato |
Asymptotic analysis
Closure Property Convolution Closure Convolution-Root Closure Decision making Heavy tails Heavy-Tailed distribution Max-Sum Equivalence Product-Convolution Closure Risk management |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0279395 |
Leipus, Remigijus
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| Cham, : Springer, 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Closure Properties f...
Closure Properties for Heavy-Tailed and Related Distributions : An Overview / Remigijus Leipus, Jonas Šiaulys, Dimitrios Konstantinides
| Closure Properties for Heavy-Tailed and Related Distributions : An Overview / Remigijus Leipus, Jonas Šiaulys, Dimitrios Konstantinides |
| Autore | Leipus, Remigijus |
| Pubbl/distr/stampa | Cham, : Springer, 2023 |
| Descrizione fisica | ix, 92 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Konstantinides, Dimitrios
Šiaulys, Jonas |
| Soggetto topico |
60E05 - Probability distributions: general theory [MSC 2020]
60E07 - Infinitely divisible distributions; stable distributions [MSC 2020] 60G70 - Extreme value theory; extremal stochastic processes [MSC 2020] 60K05 - Renewal theory [MSC 2020] 62E20 - Asymptotic distribution theory in statistics [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91G05 - Actuarial mathematics [MSC 2020] |
| Soggetto non controllato |
Asymptotic analysis
Closure Property Convolution Closure Convolution-Root Closure Decision making Heavy tails Heavy-Tailed distribution Max-Sum Equivalence Product-Convolution Closure Risk management |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00279395 |
|
Leipus, Remigijus
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| Cham, : Springer, 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Closure Properties f...
Empirical Likelihood and Quantile Methods for Time Series : Efficiency, Robustness, Optimality, and Prediction / Yan Liu, Fumiya Akashi, Masanobu Taniguchi
| Empirical Likelihood and Quantile Methods for Time Series : Efficiency, Robustness, Optimality, and Prediction / Yan Liu, Fumiya Akashi, Masanobu Taniguchi |
| Autore | Liu, Yan |
| Pubbl/distr/stampa | Singapore, : Springer, 2018 |
| Descrizione fisica | x, 136 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Akashi, Fumiya
Taniguchi, Masanobu |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62Gxx - Nonparametric inference [MSC 2020] |
| Soggetto non controllato |
Efficiency
Empirical Likelihood Heavy tails Quantile Score Robustness |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0125131 |
|
Liu, Yan
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| Singapore, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Empirical Likelihood...
Empirical Likelihood and Quantile Methods for Time Series : Efficiency, Robustness, Optimality, and Prediction / Yan Liu, Fumiya Akashi, Masanobu Taniguchi
| Empirical Likelihood and Quantile Methods for Time Series : Efficiency, Robustness, Optimality, and Prediction / Yan Liu, Fumiya Akashi, Masanobu Taniguchi |
| Autore | Liu, Yan |
| Pubbl/distr/stampa | Singapore, : Springer, 2018 |
| Descrizione fisica | x, 136 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Akashi, Fumiya
Taniguchi, Masanobu |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62Gxx - Nonparametric inference [MSC 2020] |
| Soggetto non controllato |
Efficiency
Empirical Likelihood Heavy tails Quantile Score Robustness |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00125131 |
|
Liu, Yan
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| Singapore, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Empirical Likelihood...
Generalized hyperbolic secant distributions : with applications to finance / Matthias J. Fischer
| Generalized hyperbolic secant distributions : with applications to finance / Matthias J. Fischer |
| Autore | Fischer, Matthias J. |
| Pubbl/distr/stampa | Heidelberg, : Springer, 2014 |
| Descrizione fisica | VIII, 72 p. : ill. ; 24 cm |
| Soggetto topico |
62P20 - Applications of statistics to economics [MSC 2020]
91B70 - Stochastic models in economics [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] 91G70 - Statistical methods; risk measures [MSC 2020] 62E15 - Exact distribution theory in statistics [MSC 2020] |
| Soggetto non controllato |
Asymmetry
Distributions Financial returns Heavy tails Quantitative Finance |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0104150 |
|
Fischer, Matthias J.
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| Heidelberg, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Generalized hyperbol...
Generalized hyperbolic secant distributions : with applications to finance / Matthias J. Fischer
| Generalized hyperbolic secant distributions : with applications to finance / Matthias J. Fischer |
| Autore | Fischer, Matthias J. |
| Pubbl/distr/stampa | Heidelberg, : Springer, 2014 |
| Descrizione fisica | VIII, 72 p. : ill. ; 24 cm |
| Soggetto topico |
62E15 - Exact distribution theory in statistics [MSC 2020]
62P20 - Applications of statistics to economics [MSC 2020] 91B70 - Stochastic models in economics [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] 91G70 - Statistical methods; risk measures [MSC 2020] |
| Soggetto non controllato |
Asymmetry
Distributions Financial returns Heavy tails Quantitative Finance |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00104150 |
|
Fischer, Matthias J.
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| Heidelberg, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Generalized hyperbol...
Stochastic processes and long range dependence / Gennady Samorodnitsky
| Stochastic processes and long range dependence / Gennady Samorodnitsky |
| Autore | Samorodnitsky, Gennady |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XI, 415 p. : ill. ; 24 cm |
| Soggetto topico |
60G10 - Stationary stochastic processes [MSC 2020]
60G18 - Self-similar stochastic processes [MSC 2020] 60E07 - Infinitely divisible distributions; stable distributions [MSC 2020] 60G52 - Stable stochastic processes [MSC 2020] 60G22 - Fractional processes, including fractional Brownian motion [MSC 2020] 60F17 - Functional limit theorems; invariance principles [MSC 2020] |
| Soggetto non controllato |
Ergodic theory
Heavy tails Long range dependence Second-order Theory Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0115394 |
|
Samorodnitsky, Gennady
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| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic processes...
Stochastic processes and long range dependence / Gennady Samorodnitsky
| Stochastic processes and long range dependence / Gennady Samorodnitsky |
| Autore | Samorodnitsky, Gennady |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XI, 415 p. : ill. ; 24 cm |
| Soggetto topico |
60E07 - Infinitely divisible distributions; stable distributions [MSC 2020]
60F17 - Functional limit theorems; invariance principles [MSC 2020] 60G10 - Stationary stochastic processes [MSC 2020] 60G18 - Self-similar stochastic processes [MSC 2020] 60G22 - Fractional processes, including fractional Brownian motion [MSC 2020] 60G52 - Stable stochastic processes [MSC 2020] |
| Soggetto non controllato |
Ergodic theory
Heavy tails Long range dependence Second-order Theory Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00115394 |
|
Samorodnitsky, Gennady
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| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic processes...