找回密碼
 To register

QQ登錄

只需一步,快速開始

掃一掃,訪問微社區(qū)

打印 上一主題 下一主題

Titlebook: Extreme Value Theory for Time Series; Models with Power-La Thomas Mikosch,Olivier Wintenberger Book 2024 The Editor(s) (if applicable) and

[復(fù)制鏈接]
查看: 51128|回復(fù): 46
樓主
發(fā)表于 2025-3-21 18:39:11 | 只看該作者 |倒序?yàn)g覽 |閱讀模式
書目名稱Extreme Value Theory for Time Series
副標(biāo)題Models with Power-La
編輯Thomas Mikosch,Olivier Wintenberger
視頻videohttp://file.papertrans.cn/321/320790/320790.mp4
概述Can easily be used for a semester course on extremes for time series at the Master or PhD level.Provides‘a(chǎn) gentle introduction to extreme value theory for heavy-tailed time series.Contains a rich tool
叢書名稱Springer Series in Operations Research and Financial Engineering
圖書封面Titlebook: Extreme Value Theory for Time Series; Models with Power-La Thomas Mikosch,Olivier Wintenberger Book 2024 The Editor(s) (if applicable) and
描述.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 GARCH and stochastic volatility models...Rigorous descriptions of power-law tails are provided through the concept of regular variation. Several chapters are devoted to the exploration of regularly varying structures...The remaining chapters focus on the impact of heavy tails on time series, including the study of extremal cluster phenomena through point process techniques...A major part of the book investigates how extremal dependence alters the limit structure of sample means, maxima, order statistics, sample autocorrelations.?..This text illuminates the theory through hundreds of examples and as many graphs showcasing its applications to real-life financial and simulated data...The book can serve as a text for PhD and Master courses on applied 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 notes
出版日期Book 2024
關(guān)鍵詞heavy-tail phenomena; Modeling extremal events; time series; cluster phenomena; big jump principle
版次1
doihttps://doi.org/10.1007/978-3-031-59156-3
isbn_softcover978-3-031-59158-7
isbn_ebook978-3-031-59156-3Series ISSN 1431-8598 Series E-ISSN 2197-1773
issn_series 1431-8598
copyrightThe Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl
The information of publication is updating

書目名稱Extreme Value Theory for Time Series影響因子(影響力)




書目名稱Extreme Value Theory for Time Series影響因子(影響力)學(xué)科排名




書目名稱Extreme Value Theory for Time Series網(wǎng)絡(luò)公開度




書目名稱Extreme Value Theory for Time Series網(wǎng)絡(luò)公開度學(xué)科排名




書目名稱Extreme Value Theory for Time Series被引頻次




書目名稱Extreme Value Theory for Time Series被引頻次學(xué)科排名




書目名稱Extreme Value Theory for Time Series年度引用




書目名稱Extreme Value Theory for Time Series年度引用學(xué)科排名




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(xué)科排名




單選投票, 共有 0 人參與投票
 

0票 0%

Perfect with Aesthetics

 

0票 0%

Better Implies Difficulty

 

0票 0%

Good and Satisfactory

 

0票 0%

Adverse Performance

 

0票 0%

Disdainful Garbage

您所在的用戶組沒有投票權(quán)限
沙發(fā)
發(fā)表于 2025-3-21 21:10:27 | 只看該作者
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. ..
板凳
發(fā)表于 2025-3-22 02:39:06 | 只看該作者
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 ..
地板
發(fā)表于 2025-3-22 05:54:30 | 只看該作者
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.
5#
發(fā)表于 2025-3-22 10:22:01 | 只看該作者
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. ..
6#
發(fā)表于 2025-3-22 12:56:56 | 只看該作者
7#
發(fā)表于 2025-3-22 17:39:48 | 只看該作者
8#
發(fā)表于 2025-3-22 22:50:31 | 只看該作者
978-3-031-59158-7The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl
9#
發(fā)表于 2025-3-23 04:18:00 | 只看該作者
Extreme Value Theory for Time Series978-3-031-59156-3Series ISSN 1431-8598 Series E-ISSN 2197-1773
10#
發(fā)表于 2025-3-23 08:09:55 | 只看該作者
 關(guān)于派博傳思  派博傳思旗下網(wǎng)站  友情鏈接
派博傳思介紹 公司地理位置 論文服務(wù)流程 影響因子官網(wǎng) 吾愛論文網(wǎng) 大講堂 北京大學(xué) Oxford Uni. Harvard Uni.
發(fā)展歷史沿革 期刊點(diǎn)評 投稿經(jīng)驗(yàn)總結(jié) SCIENCEGARD IMPACTFACTOR 派博系數(shù) 清華大學(xué) Yale Uni. Stanford Uni.
QQ|Archiver|手機(jī)版|小黑屋| 派博傳思國際 ( 京公網(wǎng)安備110108008328) GMT+8, 2025-10-8 00:44
Copyright © 2001-2015 派博傳思   京公網(wǎng)安備110108008328 版權(quán)所有 All rights reserved
快速回復(fù) 返回頂部 返回列表
武宣县| 冷水江市| 芮城县| 阳新县| 咸宁市| 井冈山市| 德昌县| 淮阳县| 沧源| 禹州市| 克山县| 大理市| 桐乡市| 厦门市| 巴塘县| 丹凤县| 晋州市| 获嘉县| 钟山县| 白朗县| 汉沽区| 乌拉特中旗| 定襄县| 安溪县| 安吉县| 墨江| 镶黄旗| 湘潭市| 临安市| 肃宁县| 琼中| 金秀| 炎陵县| 海门市| 饶阳县| 潜江市| 呼伦贝尔市| 德化县| 同心县| 汝州市| 上蔡县|