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Extreme Value Theory for Time Series: Models with Power-Law Tails - Springer Series in Operations Research and Financial Engineering Thomas Mikosch 2024 edition
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Extreme Value Theory for Time Series: Models with Power-Law Tails - Springer Series in Operations Research and Financial Engineering
Thomas Mikosch
This book deals with extreme value theory for univariate and multivariate time series models characterized by power-law tails.
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 3 de agosto de 2024 |
| ISBN13 | 9783031591556 |
| Editores | Springer International Publishing AG |
| Páginas | 766 |
| Dimensiones | 150 × 220 × 20 mm · 1,27 kg |
| Lengua | Alemán |
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