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Extreme Value Theory For Time Series eBook

Models With Power-Law Tails

by Olivier Wintenberger e Thomas Mikosch
language: english
Publisher: Springer Nature Switzerland, August of 2024 ‧
264,99€
238,49€
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This book deals with extreme value theory for univariate and multivariate time series models characterized by power-law tails.

Extreme Value Theory For Time Series

Models With Power-Law Tails

by Olivier Wintenberger e Thomas Mikosch

Property Description
ISBN: 9783031591563
Publisher: Springer Nature Switzerland
Release Date: August of 2024
Language: English
Format: eBook
File Format and Compatibility:
Collection: Springer Series In Operations Research And Financial Engineering
Categories: eBooks in English > Management > Management and Organization
EAN: 9783031591563
Acessibilidade: Ver características de acessibilidade indicadas pelo editor

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