標題: Titlebook: Extreme Value Theory for Time Series; Models with Power-La Thomas Mikosch,Olivier Wintenberger Book 2024 The Editor(s) (if applicable) and [打印本頁] 作者: 小客車 時間: 2025-3-21 18:39
書目名稱Extreme Value Theory for Time Series影響因子(影響力)
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書目名稱Extreme Value Theory for Time Series讀者反饋
書目名稱Extreme Value Theory for Time Series讀者反饋學科排名
作者: 可商量 時間: 2025-3-21 21:10
https://doi.org/10.1007/978-981-10-8285-6to use this knowledge and to create the framework of a . of random variables or random vectors. A natural approach to this task is to assume that all marginal and finite-dimensional distributions of this sequence are regularly varying in the sense of Chap. ..作者: CANON 時間: 2025-3-22 02:39
GKSS School of Environmental Researchthe reciprocal of the expected cluster length. We discovered that the existence of a . smaller extremal index than 1 means that the limit distribution of the maxima in a dependent sample is downscaled when compared with an iid sample of the same size, and the distribution of . for high thresholds . essentially reduces to ..作者: 宿醉 時間: 2025-3-22 05:54
Introduction,h and nineteenth centuries, for example the law or large numbers, the central limit theorem with Gaussian limit distribution, and Poisson’s limit theorem. The limit law in the latter result was considered of little practical value, very much in contrast to the Gaussian law.作者: 鞭子 時間: 2025-3-22 10:22
Regularly Varying Time Seriesto use this knowledge and to create the framework of a . of random variables or random vectors. A natural approach to this task is to assume that all marginal and finite-dimensional distributions of this sequence are regularly varying in the sense of Chap. ..作者: 植物學 時間: 2025-3-22 12:56 作者: 植物學 時間: 2025-3-22 17:39 作者: 象形文字 時間: 2025-3-22 22:50
978-3-031-59158-7The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl作者: 好色 時間: 2025-3-23 04:18
Extreme Value Theory for Time Series978-3-031-59156-3Series ISSN 1431-8598 Series E-ISSN 2197-1773 作者: 王得到 時間: 2025-3-23 08:09 作者: packet 時間: 2025-3-23 10:01 作者: 刺耳的聲音 時間: 2025-3-23 16:55 作者: 妨礙 時間: 2025-3-23 18:34 作者: CLAM 時間: 2025-3-23 22:14 作者: HARD 時間: 2025-3-24 05:36 作者: 絕食 時間: 2025-3-24 09:26 作者: Affection 時間: 2025-3-24 13:12 作者: Mangle 時間: 2025-3-24 16:00 作者: 空洞 時間: 2025-3-24 21:04 作者: 鈍劍 時間: 2025-3-25 03:11 作者: 花束 時間: 2025-3-25 03:51 作者: 抱怨 時間: 2025-3-25 10:54 作者: 歡樂中國 時間: 2025-3-25 13:20
Regularly Varying Random Variables and VectorsIn this chapter we introduce regular variation for random variables, random vectors and their distributions. These notions are important for the study of . in Chap. .: there we define the regular variation of these processes via regular variation of their finite-dimensional distributions.作者: Panther 時間: 2025-3-25 16:22 作者: 戰(zhàn)勝 時間: 2025-3-25 23:16 作者: Ischemia 時間: 2025-3-26 02:20 作者: 河潭 時間: 2025-3-26 08:22
Self-Normalization, Sample Autocorrelations and the ExtremogramIn this chapter we first present some consequences of the .-stable limit theory developed in the previous chapter. In particular, we derive results about the joint convergence of sums and maxima of regularly varying stationary sequences, and distributional limits of . sums.作者: BRIBE 時間: 2025-3-26 09:15
Introduction,h and nineteenth centuries, for example the law or large numbers, the central limit theorem with Gaussian limit distribution, and Poisson’s limit theorem. The limit law in the latter result was considered of little practical value, very much in contrast to the Gaussian law.作者: 神圣在玷污 時間: 2025-3-26 12:45 作者: 大炮 時間: 2025-3-26 18:04
Examples of Regularly Varying Stationary Processes In this chapter we consider various important classes of time series models which have the regular variation property. We focus on the derivation of the corresponding tail measures and the spectral tail process. In the presence of serial dependence the tail measures and spectral tail processes ofte作者: tenosynovitis 時間: 2025-3-27 00:28
Point Process Convergence for Regularly Varying Sequencesthe reciprocal of the expected cluster length. We discovered that the existence of a . smaller extremal index than 1 means that the limit distribution of the maxima in a dependent sample is downscaled when compared with an iid sample of the same size, and the distribution of . for high thresholds . 作者: 爭吵加 時間: 2025-3-27 02:48 作者: Alcove 時間: 2025-3-27 07:11 作者: fertilizer 時間: 2025-3-27 13:30
1431-8598 lue theory for heavy-tailed time series.Contains a rich tool.This book deals with extreme value theory for univariate and multivariate time series models characterized by power-law tails. These include the classical ARMA models with heavy-tailed noise and financial econometrics models such as the GA作者: LAIR 時間: 2025-3-27 15:48 作者: dandruff 時間: 2025-3-27 18:21
1431-8598 lied probability, extreme value theory, and time series analysis...It is a unique reference source for the heavy-tail modeler. Its reference quality is enhanced by an exhaustive bibliography, annotated by notes978-3-031-59158-7978-3-031-59156-3Series ISSN 1431-8598 Series E-ISSN 2197-1773 作者: 破譯密碼 時間: 2025-3-28 01:23 作者: fender 時間: 2025-3-28 04:42
2366-8865 rphological, geographical and environmental studies.HighlighThe edited book deals with climate change and its response to river system which is one of the most burning issues of the Global environment. Due to urbanization and industrialization land degradation and resource depletion are happening an作者: CHOIR 時間: 2025-3-28 10:02 作者: 錯 時間: 2025-3-28 13:52
What Are They Shouting About? Protest Demands During Regime Change,are calls for more civil liberties. In Thailand, where overall levels of protest are steadier, different types of protest claims are more evenly distributed over time; we do not observe the spreading of contention from one issue area to another, as is the case in Korea and Indonesia.作者: 盡忠 時間: 2025-3-28 14:35 作者: antidepressant 時間: 2025-3-28 22:40 作者: 眉毛 時間: 2025-3-29 02:42
R,rnative marketing strategies (e. g. , product bundhng) are considered by the manage- ment. While asking customers directly for their wiUingness or unwillingness to purchase a specific product at the designated price commonly results in unreahstic estimates, ex- perimental survey-based methods turned out to be978-3-8350-0399-6978-3-8350-9244-0作者: 按時間順序 時間: 2025-3-29 03:37 作者: 流浪者 時間: 2025-3-29 08:25
Art and Aesthetics of Music in Classical Confucianism經(jīng). It is also confirmed in the recently unearthed . 孔子詩論 (.) and the .性自命出 (.). This chapter will focus on the philosophical issues of music (.) as discussed in the recently unearthed ., in reference to the .樂記 (“Record of Music”) chapter in the .禮記 (.).作者: DAMN 時間: 2025-3-29 11:32 作者: myalgia 時間: 2025-3-29 17:10
,Einleitung und übersicht,nkomplex der axial durchstr?mten Turbinenstufe einen Beitrag liefern. Gerade über die dreidimensionalen Str?mungsVorg?nge in Schaufelgittern sind die Arbeiten noch in vollem Flu?, so da? es wichtig erscheint, für den wirklichen Sachverhalt Me?ergebnisse zur Verfügung zu haben.
