Heavy-Tailed Time Series (1st ed. 2020) (Springer Series in Operations Research and Financial Engineering)
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- Synopsis
- 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.
- Copyright:
- 2020
Book Details
- Book Quality:
- Publisher Quality
- ISBN-13:
- 9781071607374
- Related ISBNs:
- 9781071607350
- Publisher:
- Springer New York
- Date of Addition:
- 08/02/20
- Copyrighted By:
- Springer
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.