| 书目名称 | Heavy-Tailed Time Series |
| 编辑 | Rafal Kulik,Philippe Soulier |
| 视频video | |
| 概述 | Provides a comprehensive and self-contained overview of extreme value theory for time series.Presents concise theoretical analysis of regular variation and weak convergence, with relation to time seri |
| 丛书名称 | Springer Series in Operations Research and Financial Engineering |
| 图书封面 |  |
| 描述 | .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 chapter’s 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.. |
| 出版日期 | Textbook 2020 |
| 关键词 | Extreme value theory; Time series; extremal processes; Point processes; Stable processes; Statistics of e |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-1-0716-0737-4 |
| isbn_ebook | 978-1-0716-0737-4Series ISSN 1431-8598 Series E-ISSN 2197-1773 |
| issn_series | 1431-8598 |
| copyright | Springer Science+Business Media, LLC, part of Springer Nature 2020 |
发表于 2025-3-21 18:25:21
