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Correlated random systems : five different methods : CIRM Jean-Morlet chair, Spring 2013 / Véronique Gayrard, Nicola Kistler editors
| Correlated random systems : five different methods : CIRM Jean-Morlet chair, Spring 2013 / Véronique Gayrard, Nicola Kistler editors |
| Edizione | [Cham [etc.] : Springer, 2015] |
| Pubbl/distr/stampa | VII, 208 p., : ill. ; 24 cm |
| Descrizione fisica | In copubblicazione con la Société de Mathématique de France (SMF) |
| Soggetto topico |
60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
60G15 - Gaussian processes [MSC 2020] 82C44 - Dynamics of disordered systems (random Ising systems, etc.) in time-dependent statistical mechanics [MSC 2020] 60K37 - Processes in random environments [MSC 2020] 82B41 - Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics [MSC 2020] 60F10 - Large deviations [MSC 2020] 60B20 - Random matrices (probabilistic aspects) [MSC 2020] 60J85 - Applications of branching processes [MSC 2020] 60G70 - Extreme value theory; extremal stochastic processes [MSC 2020] |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0105339 |
| VII, 208 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Correlated random systems: five different methods : CIRM Jean-Morlet chair, Spring 2013 / Véronique Gayrard, Nicola Kistler editors
| Correlated random systems: five different methods : CIRM Jean-Morlet chair, Spring 2013 / Véronique Gayrard, Nicola Kistler editors |
| Pubbl/distr/stampa | Cham [etc.], : Springer, 2015 |
| Descrizione fisica | VII, 208 p. : ill. ; 24 cm |
| Soggetto topico |
60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
60G15 - Gaussian processes [MSC 2020] 82C44 - Dynamics of disordered systems (random Ising systems, etc.) in time-dependent statistical mechanics [MSC 2020] 60K37 - Processes in random environments [MSC 2020] 82B41 - Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics [MSC 2020] 60F10 - Large deviations [MSC 2020] 60B20 - Random matrices (probabilistic aspects) [MSC 2020] 60J85 - Applications of branching processes [MSC 2020] 60G70 - Extreme value theory; extremal stochastic processes [MSC 2020] |
| Soggetto non controllato |
Extremes of large combinatorial structures
Local times Random matrices Random polymers Spin glasses |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0105339 |
| Cham [etc.], : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Extreme value distributions / Mohammad Ahsanullah
| Extreme value distributions / Mohammad Ahsanullah |
| Autore | Ahsanullah, Mohammad |
| Pubbl/distr/stampa | [Amsterdam], : Atlantis, 2016 |
| Descrizione fisica | VIII, 137 p. : ill. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60Kxx - Special processes [MSC 2020] 60E05 - Probability distributions: general theory [MSC 2020] 26A12 - Rate of growth of functions, orders of infinity, slowly varying functions [MSC 2020] 60G70 - Extreme value theory; extremal stochastic processes [MSC 2020] |
| Soggetto non controllato |
Domain of Attraction
Estimation of model parameters Order Statistics Prediction Records |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0114754 |
Ahsanullah, Mohammad
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| [Amsterdam], : Atlantis, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Extreme value distributions / Mohammad Ahsanullah
| Extreme value distributions / Mohammad Ahsanullah |
| Autore | Ahsanullah, Mohammad |
| Edizione | [[Amsterdam] : Atlantis, 2016] |
| Pubbl/distr/stampa | VIII, 137 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60Kxx - Special processes [MSC 2020] 60E05 - Probability distributions: general theory [MSC 2020] 26A12 - Rate of growth of functions, orders of infinity, slowly varying functions [MSC 2020] 60G70 - Extreme value theory; extremal stochastic processes [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0114754 |
|
Ahsanullah, Mohammad
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| VIII, 137 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| 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 |
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 |
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Kulik, Rafal
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| New York, : Springer, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Lévy matters 4. : estimation for discretely observed Lévy processes / Denis Belomestny ... [et al.]
| Lévy matters 4. : estimation for discretely observed Lévy processes / Denis Belomestny ... [et al.] |
| Pubbl/distr/stampa | Cham, : Springer, 2015 |
| Descrizione fisica | XV, 286 p. ; 24 cm |
| Soggetto topico |
60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020]
91Gxx - Actuarial science and mathematical finance [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60G10 - Stationary stochastic processes [MSC 2020] 60G18 - Self-similar stochastic processes [MSC 2020] 60F05 - Central limit and other weak theorems [MSC 2020] 62M05 - Markov processes: estimation; hidden Markov models [MSC 2020] 60G52 - Stable stochastic processes [MSC 2020] 62G05 - Nonparametric estimation [MSC 2020] 60G70 - Extreme value theory; extremal stochastic processes [MSC 2020] 62F12 - Asymptotic properties of parametric estimators [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] |
| Soggetto non controllato |
Adaptive estimation
Estimation with discrete observations Non-parametric estimation Parametric estimation of Lévy processes Spectral estimators |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Lévy matters IV. |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0101402 |
| Cham, : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Lévy matters 4. : estimation for discretely observed Lévy processes / Denis Belomestny ... [et al.]
| Lévy matters 4. : estimation for discretely observed Lévy processes / Denis Belomestny ... [et al.] |
| Edizione | [Cham : Springer, 2015] |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020]
91Gxx - Actuarial science and mathematical finance [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60G10 - Stationary stochastic processes [MSC 2020] 60G18 - Self-similar stochastic processes [MSC 2020] 60F05 - Central limit and other weak theorems [MSC 2020] 62M05 - Markov processes: estimation; hidden Markov models [MSC 2020] 60G52 - Stable stochastic processes [MSC 2020] 62G05 - Nonparametric estimation [MSC 2020] 60G70 - Extreme value theory; extremal stochastic processes [MSC 2020] 62F12 - Asymptotic properties of parametric estimators [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Lévy matters IV. |
| Record Nr. | UNICAMPANIA-SUN0101402 |
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
|
Multivariate Extreme Value Theory and D-Norms / Michael Falk
| Multivariate Extreme Value Theory and D-Norms / Michael Falk |
| Autore | Falk, Michael |
| Pubbl/distr/stampa | Cham, : Springer, 2019 |
| Descrizione fisica | x, 241 p. ; 24 cm |
| Soggetto topico |
60Exx - Distribution theory [MSC 2020]
62Hxx - Multivariate analysis [MSC 2020] 60G70 - Extreme value theory; extremal stochastic processes [MSC 2020] |
| Soggetto non controllato |
Copula
D-Norms Functional extreme value theory Multivariate Extreme Value Theory Multivariate Generalized Pareto Distribution |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0127039 |
|
Falk, Michael
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| Cham, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Multivariate Extreme Value Theory and D-Norms / Michael Falk
| Multivariate Extreme Value Theory and D-Norms / Michael Falk |
| Autore | Falk, Michael |
| Edizione | [Cham : Springer, 2019] |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
60Exx - Distribution theory [MSC 2020]
62Hxx - Multivariate analysis [MSC 2020] 60G70 - Extreme value theory; extremal stochastic processes [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0127039 |
|
Falk, Michael
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| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Non-linear time series : extreme events and integer value problems / Kamil Feridun Turkman, Manuel González Scotto, Patrícia de Zea Bermudez
| Non-linear time series : extreme events and integer value problems / Kamil Feridun Turkman, Manuel González Scotto, Patrícia de Zea Bermudez |
| Autore | Turkman, Kamil Feridun |
| Pubbl/distr/stampa | Cham, : Springer, 2014 |
| Descrizione fisica | XII, 245 p. : ill. ; 24 cm |
| Altri autori (Persone) |
de Zea Bermudez, Patrícia
Scotto, Manuel González |
| Soggetto topico |
60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020]
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 60G70 - Extreme value theory; extremal stochastic processes [MSC 2020] |
| Soggetto non controllato |
Extreme value theory
Integer valued time series Non-linear time series |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0103807 |
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Turkman, Kamil Feridun
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| Cham, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Soggetto topico
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60G70 - Extreme value theory; extremal stochastic processes [MSC 2020]
(16)
- 60G52 - Stable stochastic processes [MSC 2020] (5)
- 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] (5)
- 60F05 - Central limit and other weak theorems [MSC 2020] (4)
- 60F10 - Large deviations [MSC 2020] (4)