Econometrics – Bücher, CDs, LPs und mehr, Seite 3

Ihre Suche nach "Econometrics" ergab 42 Treffer

Olivier Wintenberger, Thomas Mikosch

Extreme Value Theory for Time Series

Springer Series in Operations Research and Financial Engineering

This book deals with extreme value theory for univariate and multivariate time series models characterized by power-law tails. These include the classical ARMA models with heavy-tailed noise and financial…

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Christopher F Parmeter,

Essays in Honor of Subal Kumbhakar

Volume 46 of Advances in Econometrics presents essays in honor of Subhal Kumbhakar. His influence on the applied productivity and efficiency profession is legion, as evidenced by his voluminous body of re…

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