Buraczewski, Dariusz
Stochastic Models with Power-Law Tails
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
Nyckelord: Mathematics, Probability Theory and Stochastic Processes, Statistics for Business/Economics/Mathematical Finance/Insurance, Economic Theory/Quantitative Economics/Mathematical Methods
- Författare
- Buraczewski, Dariusz
- Damek, Ewa
- Mikosch, Thomas
- Utgivare
- Springer
- Utgivningsår
- 2016
- Språk
- en
- Utgåva
- 1
- Serie
- Springer Series in Operations Research and Financial Engineering
- Sidantal
- 15 sidor
- Kategori
- Naturvetenskaper
- Format
- E-bok
- eISBN (PDF)
- 9783319296791
- Tryckt ISBN
- 978-3-319-29678-4