Extreme Value Theory – alle Bücher

Ihre Suche nach "Extreme value theory" ergab 2 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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Pavle Mladenovi¿

Extreme Values In Random Sequences

Springer Series in Operations Research and Financial Engineering

The main subject is the probabilistic extreme value theory. The purpose is to present recent results related to limiting distributions of maxima in incomplete samples from stationary sequences, and result…

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EUR 142,37*

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