Buraczewski, Dariusz
Stochastic Models with Power-Law Tails
Table of contents
1. Introduction
Dariusz Buraczewski, Ewa Damek, Thomas Mikosch
2. The Univariate Case
Dariusz Buraczewski, Ewa Damek, Thomas Mikosch
3. Univariate Limit Theory
Dariusz Buraczewski, Ewa Damek, Thomas Mikosch
4. Multivariate Case
Dariusz Buraczewski, Ewa Damek, Thomas Mikosch
5. Miscellanea
Dariusz Buraczewski, Ewa Damek, Thomas Mikosch
Keywords: Mathematics, Probability Theory and Stochastic Processes, Statistics for Business/Economics/Mathematical Finance/Insurance, Economic Theory/Quantitative Economics/Mathematical Methods
- Author(s)
- Buraczewski, Dariusz
- Damek, Ewa
- Mikosch, Thomas
- Publisher
- Springer
- Publication year
- 2016
- Language
- en
- Edition
- 1
- Series
- Springer Series in Operations Research and Financial Engineering
- Page amount
- 15 pages
- Category
- Natural Sciences
- Format
- Ebook
- eISBN (PDF)
- 9783319296791
- Printed ISBN
- 978-3-319-29678-4
