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Extreme Value Theory For Time Series

Models With Power-Law Tails

by Olivier Wintenberger e Thomas Mikosch
language: english
Publisher: Springer International Publishing AG, August of 2024 ‧
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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: 9783031591556
Publisher: Springer International Publishing AG
Release Date: August of 2024
Language: English
Dimensions: 155 x 235 x 20 mm
Cover: Hardcover
Pages: 766
Format: Book
Collection: Springer Series In Operations Research And Financial Engineering
Categories: Books in English > Management > Management and Organization
EAN: 9783031591556

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