Heavy-tailed time series
by Kulik, Rafal, Mathématicien)
"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 includ…
Read More ↓Title Statements
- Full title :Heavy-tailed time series / Rafal Kulik, Philippe Soulier.
Summary
"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"--Back cover.
Read More ↓Edition Statements
- Publication Date:copyright 2020
Publication Statements
- Publisher(s):Springer
- Place of Publication:New York
- Language:eng
- Publication Date:copyright 2020
The Physical Object
- Description:1 vol. (xix-681 pages) : : illustrations. ; : 24 cm.
Edition Identifiers
- ISBN:9781071607350 (rel), 1071607359
- oclc:on1259554005
- LC Classification:QA274
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