Isbn: 9781071607350 - heavy-tailed time series (springer series in operations research and financial engineering) (9 resultados)

Buch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.…

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Buch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 704 pp. Englisch.…

Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Provides a comprehensive and self-contained overview of extreme value theory for time seriesPresents concise theoretical analysis of regular variation and weak convergence, with relation to time series&nbsp&nbsp.…

Buch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -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.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 704 pp. Englisch.…

Condición: New. Print on Demand.

Condición: New. PRINT ON DEMAND.