Probabilistic and Statistical Modeling of Heavy Tail Phenomena
Probabilistic And Statistical Modeling
- Editore:
Springer-Verlag GmbH
- EAN:
9780387242729
- ISBN:
0387242724
- Pagine:
- 404
- Formato:
- Hardback
- Lingua:
- Inglese
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Descrizione Probabilistic and Statistical Modeling of Heavy Tail Phenomena
This comprehensive text gives an interesting and useful blend of the mathematical, probabilistic and statistical tools used in heavy-tail analysis. It is uniquely devoted to heavy-tails and emphasizes both probability modeling and statistical methods for fitting models. Prerequisites for the reader include a prior course in stochastic processes and probability, some statistical background, some familiarity with time series analysis, and ability to use a statistics package. This work will serve second-year graduate students and researchers in the areas of applied mathematics, statistics, operations research, electrical engineering, and economics.
Fuori catalogo - Non ordinabile
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