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 | ||
|
Identifiability in stochastic models : characterization of probability distributions / B. L. S. Prakasa Rao |
Autore | Prakasa Rao, B. L. S. |
Pubbl/distr/stampa | Boston : Academic press, 1992 |
Descrizione fisica | xiii, 253 p. ; 23 cm. |
Disciplina | 519.24 |
Collana | Probability and mathematical statistics. A series of monographs and textbooks |
Soggetto topico |
Distributions
Probability theory Stochastic analysis |
ISBN | 0125640153 |
Classificazione |
AMS 62E
AMS 62E10 QA273.6.P73 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNISALENTO-991000989869707536 |
Prakasa Rao, B. L. S. | ||
Boston : Academic press, 1992 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. del Salento | ||
|
Information-theoretic methods for estimating complicated probability distributions [e-book] / Zhi Zong |
Autore | Zong, Zhi |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Amsterdam ; Boston : Elsevier, 2006 |
Descrizione fisica | xvii, 299 p. : ill. ; 24 cm. + 1 CD-ROM (4 3/4 in.) |
Disciplina | 519.24 |
Collana | Mathematics in science and engineering, 0076-5392 ; v. 207 |
Soggetto topico |
Distribution (Probability theory)
Information theory Approximation theory |
ISBN |
9780444527967
0444527966 |
Formato | Risorse elettroniche |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNISALENTO-991003277029707536 |
Zong, Zhi | ||
Amsterdam ; Boston : Elsevier, 2006 | ||
Risorse elettroniche | ||
Lo trovi qui: Univ. del Salento | ||
|
Information-theoretic methods for estimating complicated probability distributions / Zhi Zong |
Autore | Zong, Zhi |
Pubbl/distr/stampa | Amsterdam : Elsevier, 2006 |
Descrizione fisica | xvii, 299 p. : ill. ; 24 cm + 1 cd-rom (4 3/4 in.) |
Disciplina | 519.24 |
Collana | Mathematics in science and engineering. A series of monographs and textbooks, 0076-5392 ; 207 |
Soggetto topico |
Distribution (Probability theory)
Information theory Approximation theory |
ISBN | 0444527966 |
Classificazione |
AMS 65C
LC QA273.6.Z66 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNISALENTO-991001872739707536 |
Zong, Zhi | ||
Amsterdam : Elsevier, 2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. del Salento | ||
|
An Introduction to Heavy-Tailed and Subexponential Distributions [[electronic resource] /] / by Sergey Foss, Dmitry Korshunov, Stan Zachary |
Autore | Foss Sergey |
Edizione | [2nd ed. 2013.] |
Pubbl/distr/stampa | New York, NY : , : Springer New York : , : Imprint : Springer, , 2013 |
Descrizione fisica | 1 online resource (166 p.) |
Disciplina | 519.24 |
Collana | Springer Series in Operations Research and Financial Engineering |
Soggetto topico |
Probabilities
Statistics Statistical physics Dynamical systems Probability Theory and Stochastic Processes Statistics for Business, Management, Economics, Finance, Insurance Complex Systems Statistical Physics and Dynamical Systems |
ISBN | 1-4614-7101-X |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Preface -- Introduction -- Heavy- and long-tailed distributions -- Subexponential distributions -- Densities and local probabilities -- Maximum of random walks -- References -- Index. |
Record Nr. | UNINA-9910437861303321 |
Foss Sergey | ||
New York, NY : , : Springer New York : , : Imprint : Springer, , 2013 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Introduction to Queueing Systems with Telecommunication Applications [[electronic resource] /] / by László Lakatos, László Szeidl, Miklós Telek |
Autore | Lakatos László |
Edizione | [2nd ed. 2019.] |
Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 |
Descrizione fisica | 1 online resource (XVII, 559 p. 96 illus., 4 illus. in color.) |
Disciplina | 519.24 |
Soggetto topico |
Probabilities
Operations research Management science Computer system failures Electrical engineering Probability Theory and Stochastic Processes Operations Research, Management Science System Performance and Evaluation Communications Engineering, Networks |
ISBN | 3-030-15142-5 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Preface -- Introduction to probability theory -- Introduction to stochastic processes -- Markov chains -- Renewal and regenerative processes -- Markov chains with special structures -- Introduction to queueing systems -- Markovian queueing systems -- Non-Markovian queueing systems -- Queueing systems with structured Markov chains -- Queueing networks -- Applied queueing systems -- Functions and transforms -- Index. |
Record Nr. | UNINA-9910338253103321 |
Lakatos László | ||
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
An introduction to statistical modeling of extreme values / Stuart Coles |
Autore | Coles, Stuart |
Pubbl/distr/stampa | London : Springer, c2001 |
Descrizione fisica | xiv, 208 p. : ill. ; 24 cm |
Disciplina | 519.24 |
Collana | Springer series in statistics |
Soggetto topico | Extreme value theory |
ISBN | 1852334592 |
Classificazione |
AMS 62-01
LC QA273.6.C63 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNISALENTO-991000228829707536 |
Coles, Stuart | ||
London : Springer, c2001 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. del Salento | ||
|
An introduction to statistical modeling of extreme values / Stuart Coles |
Autore | Coles, Stuart |
Pubbl/distr/stampa | London ; New York : Springer, 2001 |
Descrizione fisica | xiv, 208 p. : ill. ; 24 cm |
Disciplina | 519.24 |
Collana | Springer series in statistics |
Soggetto topico | Distribuzione dei valori estremi |
ISBN | 1852334592 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNISALENTO-991001802279707536 |
Coles, Stuart | ||
London ; New York : Springer, 2001 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. del Salento | ||
|
The inverse Gaussian distribution : a case study in exponential families / V. Seshadri |
Autore | Seshadri, V. |
Pubbl/distr/stampa | Oxford : Clarendon Press, 1993 |
Descrizione fisica | xi, 256 p. ; 24 cm. |
Disciplina | 519.24 |
Collana | Oxford science publications |
Soggetto topico | Inverse Gaussian distribution |
ISBN | 0198522436 |
Classificazione |
AMS 60E99
AMS 62E99 QA276.7.S47 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNISALENTO-991001042909707536 |
Seshadri, V. | ||
Oxford : Clarendon Press, 1993 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. del Salento | ||
|