Related Books

Extreme Value Theory
Language: en
Pages: 421
Authors: Laurens de Haan
Categories: Mathematics
Type: BOOK - Published: 2007-12-09 - Publisher: Springer Science & Business Media

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Focuses on theoretical results along with applications All the main topics covering the heart of the subject are introduced to the reader in a systematic fashio
Extreme Value Theory
Language: en
Pages: 421
Authors: Laurens de Haan
Categories: Mathematics
Type: BOOK - Published: 2006-06-21 - Publisher: Springer Science & Business Media

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Focuses on theoretical results along with applications All the main topics covering the heart of the subject are introduced to the reader in a systematic fashio
Extreme Value Theory for Time Series
Language: en
Pages: 768
Authors: Thomas Mikosch
Categories:
Type: BOOK - Published: - Publisher: Springer Nature

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Heavy-Tailed Time Series
Language: en
Pages: 677
Authors: Rafal Kulik
Categories: Mathematics
Type: BOOK - Published: 2020-07-01 - Publisher: Springer Nature

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This book aims to present a comprehensive, self-contained, and concise overview of extreme value theory for time series, incorporating the latest research trend
Extreme Value Theory for Time Series
Language: en
Pages: 0
Authors: Thomas Mikosch
Categories: Mathematics
Type: BOOK - Published: 2024-07-29 - Publisher: Springer

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This book deals with extreme value theory for univariate and multivariate time series models characterized by power-law tails. These include the classical ARMA