Heavy Tailed Time Series - Couverture rigide

Kulik, Rafal; Soulier, Philippe

Couverture rigide

ISBN 10 : 1071607359 ISBN 13 : 9781071607350

Editeur : Springer-Verlag New York Inc., 2020

Synopsis

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.

A propos du livre

À propos de l?auteur

Rafal Kulik graduated from the University of Wroclaw, Poland. He is currently a Professor at the Department of Mathematics and Statistics, University of Ottawa. His research interests are centered around limit theorems for stochastic processes with temporal dependence.

Philippe Soulier graduated from Ecole Normale Supérieure de Paris and obtained his PhD at University Paris XI Orsay. He is Professor of Mathematics at University Paris Nanterre. His main themes of research are long memory processes and extreme value theory.

Détails de l'édition

• Éditeur: Springer-Verlag New York Inc.
• Date d'édition: 2020
• Langue: anglais
• ISBN 10: 1071607359
• ISBN 13: 9781071607350
• Reliure: Relié
• Numéro d'édition: 1
• Nombre de pages: 700
• Coordonnées du fabricant: ProductSafety@springernature.com; ProductSafety@springernature.com; ; Poststr. 9; Darmstadt; 64293; Allemagne