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
|
||
| New York, : Springer, 2020 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
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 | ||
| ||