Asymptotic Expansions In Limit Theorems On Large Deviations For Sums Of Independent Random Variables In The Case Of Power Tails
DOWNLOAD
Download Asymptotic Expansions In Limit Theorems On Large Deviations For Sums Of Independent Random Variables In The Case Of Power Tails PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Asymptotic Expansions In Limit Theorems On Large Deviations For Sums Of Independent Random Variables In The Case Of Power Tails book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Refined Large Deviation Limit Theorems
DOWNLOAD
Author : Vladimir Vinogradov
language : en
Publisher: CRC Press
Release Date : 2023-06-14
Refined Large Deviation Limit Theorems written by Vladimir Vinogradov and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-06-14 with Mathematics categories.
This is a developing area of modern probability theory, which has applications in many areas. This volume is devoted to the systematic study of results on large deviations in situations where Cramér's condition on the finiteness of exponential moments may not be satisfied
Probability Theory And Mathematical Statistics Vol 2
DOWNLOAD
Author : B. Grigelionis
language : en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date : 2020-05-18
Probability Theory And Mathematical Statistics Vol 2 written by B. Grigelionis and has been published by Walter de Gruyter GmbH & Co KG this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-05-18 with Mathematics categories.
No detailed description available for "PROB. TH. MATH. ST. ( GRIGELIONIS) VOL. 2 PROC.5/1989 E-BOOK".
Technical Report Series Of The Laboratory For Research In Statistics And Probability
DOWNLOAD
Author :
language : en
Publisher:
Release Date : 1992
Technical Report Series Of The Laboratory For Research In Statistics And Probability written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992 with Probabilities categories.
Extreme Value Theory For Time Series
DOWNLOAD
Author : Thomas Mikosch
language : en
Publisher: Springer Nature
Release Date : 2024-08-02
Extreme Value Theory For Time Series written by Thomas Mikosch and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-08-02 with Mathematics categories.
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 and comments making the book broadly and easily accessible.
Asymptotic Expansions In Limit Theorems On Large Deviations For Sums Of Independent Random Variables In The Case Of Power Tails
DOWNLOAD
Author : Carleton University. Laboratory for Research in Statistics and Probability
language : en
Publisher:
Release Date : 1992
Asymptotic Expansions In Limit Theorems On Large Deviations For Sums Of Independent Random Variables In The Case Of Power Tails written by Carleton University. Laboratory for Research in Statistics and Probability and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992 with categories.
Comptes Rendus Math Matiques De L Acad Mie Des Sciences
DOWNLOAD
Author : Royal Society of Canada. Academy of Science
language : en
Publisher:
Release Date : 1992
Comptes Rendus Math Matiques De L Acad Mie Des Sciences written by Royal Society of Canada. Academy of Science and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992 with Mathematics categories.
Mathematical Reviews
DOWNLOAD
Author :
language : en
Publisher:
Release Date : 2004
Mathematical Reviews written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Mathematics categories.
Regular Variation
DOWNLOAD
Author : N. H. Bingham
language : en
Publisher: Cambridge University Press
Release Date : 1989-06-15
Regular Variation written by N. H. Bingham and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1989-06-15 with Mathematics categories.
A comprehensive account of the theory and applications of regular variation.
Index To Statistics And Probability Permuted Titles A Microbiology
DOWNLOAD
Author : John Wilder Tukey
language : en
Publisher: American Mathematical Society(RI)
Release Date : 1973
Index To Statistics And Probability Permuted Titles A Microbiology written by John Wilder Tukey and has been published by American Mathematical Society(RI) this book supported file pdf, txt, epub, kindle and other format this book has been release on 1973 with Mathematical statistics categories.
Encyclopedia Of Statistical Sciences Icing The Tails To Limit Theorems
DOWNLOAD
Author : Samuel Kotz
language : en
Publisher: Wiley-Interscience
Release Date : 1982
Encyclopedia Of Statistical Sciences Icing The Tails To Limit Theorems written by Samuel Kotz and has been published by Wiley-Interscience this book supported file pdf, txt, epub, kindle and other format this book has been release on 1982 with Mathematics categories.
Preis für alle 9 Bände: _ 417,33 Vol. 1- 02401270, Vol 2- 02401287, Vol 3- 02401294, Vol 4- 02401300, Vol 5- 02401317, Vol 6- 02401324, Vol 7- 02401331, Vol 8- 02401348, Vol 9- 02401355