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on1164491680 |
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OCoLC |
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20250225213021.0 |
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m o d |
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200711s2020 nyu ob 001 0 eng d |
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|a 1178999209
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|q (electronic bk.)
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|a 1071607375
|q (electronic bk.)
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|z 9781071607350
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|a 10.1007/978-1-0716-0
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|a (OCoLC)1164491680
|z (OCoLC)1178999209
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| 037 |
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|a com.springer.onix.9781071607374
|b Springer Nature
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| 050 |
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4 |
|a QA273.6
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| 049 |
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|a HCDD
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| 100 |
1 |
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|a Kulik, Rafal.
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| 245 |
1 |
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|a Heavy-tailed time series /
|c Rafal Kulik, Philippe Soulier.
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| 260 |
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|a New York, NY :
|b Springer,
|c 2020.
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| 300 |
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|a 1 online resource (677 pages)
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| 336 |
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|a text
|b txt
|2 rdacontent
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| 337 |
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|a computer
|b c
|2 rdamedia
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| 338 |
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|a online resource
|b cr
|2 rdacarrier
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| 490 |
1 |
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|a Springer Series in Operations Research and Financial Engineering
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| 504 |
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|a Includes bibliographical references and index.
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| 588 |
0 |
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|a Print version record.
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| 505 |
0 |
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|a Regular variation -- Regularly varying random variables -- Regularly varying random vectors -- Dealing with extremal independence -- Regular variation of series and random sums -- Regularly varying time series -- Limit theorems -- Convergence of clusters-. Point process convergence -- Convergence to stable and extremal processes -- The tall empirical and quantile processes -- Estimation of cluster functionals -- Estimation for extremally independent time series -- Bootstrap -- Time series models -- Max-stable processes -- Markov chains -- Moving averages -- Long memory processes -- Appendices.
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| 520 |
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|a 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 chapters 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.
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| 650 |
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0 |
|a Extreme value theory.
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| 650 |
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0 |
|a Time-series analysis.
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| 650 |
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7 |
|a Probability & statistics.
|2 bicssc
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| 650 |
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7 |
|a Applied mathematics.
|2 bicssc
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| 650 |
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7 |
|a Mathematics
|x Probability & Statistics
|x General.
|2 bisacsh
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| 650 |
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7 |
|a Mathematics
|x Applied.
|2 bisacsh
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| 650 |
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7 |
|a Matemáticas
|x Estadística aplicada
|2 embne
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| 650 |
0 |
7 |
|a Estadística aplicada
|2 embucm
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| 650 |
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7 |
|a Extreme value theory
|2 fast
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| 650 |
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7 |
|a Time-series analysis
|2 fast
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| 700 |
1 |
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|a Soulier, Philippe,
|c Prof.
|1 https://id.oclc.org/worldcat/entity/E39PCjG8tCgXkPCwddMfKKVvd3
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| 758 |
|
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|i has work:
|a Heavy-tailed time series (Text)
|1 https://id.oclc.org/worldcat/entity/E39PCGD89MjptkXYp4tJjf9yMP
|4 https://id.oclc.org/worldcat/ontology/hasWork
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| 776 |
0 |
8 |
|i Print version:
|a Kulik, Rafal.
|t Heavy-Tailed Time Series.
|d New York, NY : Springer, ©2020
|z 9781071607350
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| 830 |
|
0 |
|a Springer series in operations research.
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| 856 |
4 |
0 |
|u https://holycross.idm.oclc.org/login?auth=cas&url=https://link.springer.com/10.1007/978-1-0716-0737-4
|y Click for online access
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| 903 |
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|a SPRING-MATH2020
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| 994 |
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|a 92
|b HCD
|