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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.
| Mídia | Livros Hardcover Book (Livro com lombada e capa dura) |
| Lançado | 3 de agosto de 2024 |
| ISBN13 | 9783031591556 |
| Editoras | Springer International Publishing AG |
| Páginas | 766 |
| Dimensões | 150 × 220 × 20 mm · 1,27 kg |
| Idioma | Alemão |
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