Extreme Value Theory for Time Series: Models with Power-Law Tails
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| Hauptverfasser: | , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cham
Springer Nature Switzerland
2024
Cham Springer |
| Ausgabe: | 1st ed. 2024 |
| Schriftenreihe: | Springer Series in Operations Research and Financial Engineering
|
| Schlagworte: | |
| Online-Zugang: | DE-634 DE-1050 DE-92 DE-898 DE-861 DE-863 DE-862 DE-523 DE-91 DE-19 DE-703 DE-20 DE-706 DE-824 DE-739 Volltext |
| Beschreibung: | 1 Online-Ressource (XVI, 766 p. 83 illus., 81 illus. in color) |
| ISBN: | 9783031591563 |
| ISSN: | 2197-1773 |
| DOI: | 10.1007/978-3-031-59156-3 |
Internformat
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Datensatz im Suchindex
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| adam_text | |
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| author | Mikosch, Thomas Wintenberger, Olivier |
| author_facet | Mikosch, Thomas Wintenberger, Olivier |
| author_role | aut aut |
| author_sort | Mikosch, Thomas |
| author_variant | t m tm o w ow |
| building | Verbundindex |
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| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519 |
| dewey-search | 519 |
| dewey-sort | 3519 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| doi_str_mv | 10.1007/978-3-031-59156-3 |
| edition | 1st ed. 2024 |
| format | Electronic eBook |
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| illustrated | Not Illustrated |
| indexdate | 2024-09-10T04:28:15Z |
| institution | BVB |
| isbn | 9783031591563 |
| issn | 2197-1773 |
| language | English |
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| publisher | Springer Nature Switzerland Springer |
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| series2 | Springer Series in Operations Research and Financial Engineering |
| spellingShingle | Mikosch, Thomas Wintenberger, Olivier Extreme Value Theory for Time Series Models with Power-Law Tails Applied Probability Mathematical Statistics Probabilities Mathematical statistics |
| title | Extreme Value Theory for Time Series Models with Power-Law Tails |
| title_auth | Extreme Value Theory for Time Series Models with Power-Law Tails |
| title_exact_search | Extreme Value Theory for Time Series Models with Power-Law Tails |
| title_full | Extreme Value Theory for Time Series Models with Power-Law Tails by Thomas Mikosch, Olivier Wintenberger |
| title_fullStr | Extreme Value Theory for Time Series Models with Power-Law Tails by Thomas Mikosch, Olivier Wintenberger |
| title_full_unstemmed | Extreme Value Theory for Time Series Models with Power-Law Tails by Thomas Mikosch, Olivier Wintenberger |
| title_short | Extreme Value Theory for Time Series |
| title_sort | extreme value theory for time series models with power law tails |
| title_sub | Models with Power-Law Tails |
| topic | Applied Probability Mathematical Statistics Probabilities Mathematical statistics |
| topic_facet | Applied Probability Mathematical Statistics Probabilities Mathematical statistics |
| url | https://doi.org/10.1007/978-3-031-59156-3 |
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