Heavy-Tailed Time Series
xul. de 2020 · Springer Nature
Libro electrónico
681
Páxinas
reportAs valoracións e as recensións non están verificadas Máis información
Acerca deste libro electrónico
This book aims to present a comprehensive, self-contained, and concise overview of extreme value theory for time series, incorporating the latest research trends alongside classical methodology. Appropriate for graduate coursework or professional reference, the book requires a background in extreme value theory for i.i.d. data and basics of time series. Following a brief review of foundational concepts, it progresses linearly through topics in limit theorems and time series models while including historical insights at each chapter’s conclusion. Additionally, the book incorporates complete proofs and exercises with solutions as well as substantive reference lists and appendices, featuring a novel commentary on the theory of vague convergence.
Acerca do autor
Rafal Kulik graduated from the University of Wroclaw, Poland. He is currently a Professor at the Department of Mathematics and Statistics, University of Ottawa. His research interests are centered around limit theorems for stochastic processes with temporal dependence.
Philippe Soulier graduated from Ecole Normale Supérieure de Paris and obtained his PhD at University Paris XI Orsay. He is Professor of Mathematics at University Paris Nanterre. His main themes of research are long memory processes and extreme value theory.
Valora este libro electrónico
Dános a túa opinión.
Información de lectura
Smartphones e tabletas
Instala a aplicación Google Play Libros para Android e iPad/iPhone. Sincronízase automaticamente coa túa conta e permíteche ler contido en liña ou sen conexión desde calquera lugar.
Portátiles e ordenadores de escritorio
Podes escoitar os audiolibros comprados en Google Play a través do navegador web do ordenador.
Lectores de libros electrónicos e outros dispositivos
Para ler contido en dispositivos de tinta electrónica, como os lectores de libros electrónicos Kobo, é necesario descargar un ficheiro e transferilo ao dispositivo. Sigue as instrucións detalladas do Centro de Axuda para transferir ficheiros a lectores electrónicos admitidos.
