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Titlebook: Heavy-Tailed Time Series; Rafal Kulik,Philippe Soulier Textbook 2020 Springer Science+Business Media, LLC, part of Springer Nature 2020 Ex

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書目名稱Heavy-Tailed Time Series
編輯Rafal Kulik,Philippe Soulier
視頻videohttp://file.papertrans.cn/426/425119/425119.mp4
概述Provides a comprehensive and self-contained overview of extreme value theory for time series.Presents concise theoretical analysis of regular variation and weak convergence, with relation to time seri
叢書名稱Springer Series in Operations Research and Financial Engineering
圖書封面Titlebook: Heavy-Tailed Time Series;  Rafal Kulik,Philippe Soulier Textbook 2020 Springer Science+Business Media, LLC, part of Springer Nature 2020 Ex
描述.This book aims to present a comprehensive, self-contained, and concise overview of extreme value theory for time series, incorporating the latest research trends alongside classical methodology. Appropriate for graduate coursework or professional reference, the book requires a background in extreme value theory for i.i.d. data and basics of time series. Following a brief review of foundational concepts, it progresses linearly through topics in limit theorems and time series models while including historical insights at each chapter’s conclusion. Additionally, the book incorporates complete proofs and exercises with solutions as well as substantive reference lists and appendices, featuring a novel commentary on the theory of vague convergence..
出版日期Textbook 2020
關鍵詞Extreme value theory; Time series; extremal processes; Point processes; Stable processes; Statistics of e
版次1
doihttps://doi.org/10.1007/978-1-0716-0737-4
isbn_ebook978-1-0716-0737-4Series ISSN 1431-8598 Series E-ISSN 2197-1773
issn_series 1431-8598
copyrightSpringer Science+Business Media, LLC, part of Springer Nature 2020
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igher concentration than the as-deposited dangling bonds that are initially present in device-quality material, and thus significantly reduce the lifetime of free carriers. The vast body of experiments carried out during the last 20 years by numerous laboratories suggests that the creation of metast
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Rafa? Kulik,Philippe Soulierrption and desorption. On the other hand, the behavior of electrical resistance for a Zr.Al.Ni. glass was strongly dependent on the surface state of the sample, containing the oxidation. The change in electrical resistance after glass transition was also examined in detail and explained by Faber-Zim
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ed such changes provide a working basis for more detailed research in this field. The following account, therefore, deals with the subject of staging in some detail, but of more importance, it brings up-to-date and lists the relevant publications in the field.
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he equipment available in those days were slightly n-type, and the light-induced change, later called the Staebler-Wronski effect (SWE), manifested itself in these materials as a shift of the Fermi level towards mid-gap accompanied by a reduction of the dark conductivity and the photoconductivity. I
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