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Titlebook: The Fascination of Probability, Statistics and their Applications; In Honour of Ole E. Mark Podolskij,Robert Stelzer,Almut E. D. Veraart B

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书目名称The Fascination of Probability, Statistics and their Applications
副标题In Honour of Ole E.
编辑Mark Podolskij,Robert Stelzer,Almut E. D. Veraart
视频video
概述Honors the numerous scientific achievements of Ole E. Barndorff-Nielsen on the occasion of his 80th birthday.Presents fascinating current research results regarding the theory of probability, statisti
图书封面Titlebook: The Fascination of Probability, Statistics and their Applications; In Honour of Ole E.  Mark Podolskij,Robert Stelzer,Almut E. D. Veraart B
描述.Collecting together twenty-three self-contained articles, this volume presents the current research of a number of renowned scientists in both probability theory and statistics as well as their various applications in economics, finance, the physics of wind-blown sand, queueing systems, risk assessment, turbulence and other areas...The contributions are dedicated to and inspired by the research of Ole E. Barndorff-Nielsen who, since the early 1960s, has been and continues to be a very active and influential researcher working on a wide range of important problems..The topics covered include, but are not limited to, econometrics, exponential families, Lévy processes and infinitely divisible distributions, limit theory, mathematical finance, random matrices, risk assessment, statistical inference for stochastic processes, stochastic analysis and optimal control, time series, and turbulence. The book will be of interest to researchers and graduate students in probability, statistics and their applications... .
出版日期Book 2016
关键词Barndorff-Nielsen; Levy Processes; Exponential Families; Financial Econometrics; Infinitely Divisible Di
版次1
doihttps://doi.org/10.1007/978-3-319-25826-3
isbn_softcover978-3-319-79847-9
isbn_ebook978-3-319-25826-3
copyrightSpringer International Publishing Switzerland 2016
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