Heavy-tailed time series / Rafal Kulik, Philippe Soulier.

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...

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Bibliographic Details
Main Author: Kulik, Rafal
Other Authors: Soulier, Philippe, Prof
Format: eBook
Published: New York, NY : Springer, 2020.
Series:Springer series in operations research.
Online Access:Click for online access