On Stein's Method for Infinitely Divisible Laws with Finite First Moment / Benjamin Arras, Christian Houdré |
Autore | Arras, Benjamin |
Pubbl/distr/stampa | Cham, : Springer, 2019 |
Descrizione fisica | xi, 104 p. ; 24 cm |
Altri autori (Persone) | Houdré, Christian |
Soggetto topico |
11K65 - Arithmetic functions in probabilistic number theory [MSC 2020]
47Dxx - Groups and semigroups of linear operators, their generalizations and applications [MSC 2020] 60Exx - Distribution theory [MSC 2020] 60Fxx - Limit theorems in probability theory [MSC 2020] |
Soggetto non controllato |
Infinite Divisibility
Kolmogorov Distance Rates of Convergence Self-decomposability Smooth Wasserstein Distance Stable Laws Stein's method Stein-Thikhomirov's Method Weak Limit Theorems |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0127093 |
Arras, Benjamin | ||
Cham, : Springer, 2019 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
On Stein's Method for Infinitely Divisible Laws with Finite First Moment / Benjamin Arras, Christian Houdré |
Autore | Arras, Benjamin |
Pubbl/distr/stampa | Cham, : Springer, 2019 |
Descrizione fisica | xi, 104 p. ; 24 cm |
Altri autori (Persone) | Houdré, Christian |
Soggetto topico |
11K65 - Arithmetic functions in probabilistic number theory [MSC 2020]
47Dxx - Groups and semigroups of linear operators, their generalizations and applications [MSC 2020] 60Exx - Distribution theory [MSC 2020] 60Fxx - Limit theorems in probability theory [MSC 2020] |
Soggetto non controllato |
Infinite Divisibility
Kolmogorov Distance Rates of Convergence Self-decomposability Smooth Wasserstein Distance Stable Laws Stein's method Stein-Thikhomirov's Method Weak Limit Theorems |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00127093 |
Arras, Benjamin | ||
Cham, : Springer, 2019 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Univariate Stable Distributions : Models for Heavy Tailed Data / John P. Nolan |
Autore | Nolan, John P. |
Pubbl/distr/stampa | Cham, : Springer, 2020 |
Descrizione fisica | xv, 333 p. : ill. ; 24 cm |
Soggetto topico |
60F05 - Central limit and other weak theorems [MSC 2020]
60E07 - Infinitely divisible distributions; stable distributions [MSC 2020] 62F12 - Asymptotic properties of parametric estimators [MSC 2020] 62F30 - Parametric inference under constraints [MSC 2020] 62F35 - Robustness and adaptive procedures (parametric inference) [MSC 2020] |
Soggetto non controllato |
Brownian Motion
Extreme value estimation Generalized central limit theorem Heavy tailed data Heavy tailed data distributions Multivariate stable dsitribution Pareto distributions Signal processing algorithm Stable Distributions Stable Laws Stable filter Stable random variables Stable regression Univariate estimate Univariate stable distributions |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0250024 |
Nolan, John P. | ||
Cham, : Springer, 2020 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Univariate Stable Distributions : Models for Heavy Tailed Data / John P. Nolan |
Autore | Nolan, John P. |
Pubbl/distr/stampa | Cham, : Springer, 2020 |
Descrizione fisica | xv, 333 p. : ill. ; 24 cm |
Soggetto topico |
60E07 - Infinitely divisible distributions; stable distributions [MSC 2020]
60F05 - Central limit and other weak theorems [MSC 2020] 62F12 - Asymptotic properties of parametric estimators [MSC 2020] 62F30 - Parametric inference under constraints [MSC 2020] 62F35 - Robustness and adaptive procedures (parametric inference) [MSC 2020] |
Soggetto non controllato |
Brownian Motion
Extreme value estimation Generalized central limit theorem Heavy tailed data Heavy tailed data distributions Multivariate stable dsitribution Pareto distributions Signal processing algorithm Stable Distributions Stable Laws Stable filter Stable random variables Stable regression Univariate estimate Univariate stable distributions |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00250024 |
Nolan, John P. | ||
Cham, : Springer, 2020 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|