Heavy-Tail Phenomena, 2007 Probabilistic and Statistical Modeling Springer Series in Operations Research and Financial Engineering Series
Auteur : Resnick Sidney I.
This comprehensive text gives an interesting and useful blend of the mathematical, probabilistic and statistical tools used in heavy-tail analysis. It is uniquely devoted to heavy-tails and emphasizes both probability modeling and statistical methods for fitting models.
Prerequisites for the reader include a prior course in stochastic processes and probability, some statistical background, some familiarity with time series analysis, and ability to use a statistics package. This work will serve second-year graduate students and researchers in the areas of applied mathematics, statistics, operations research, electrical engineering, and economics.
Date de parution : 11-2010
Ouvrage de 404 p.
Disponible chez l'éditeur (délai d'approvisionnement : 15 jours).
Prix indicatif 68,56 €
Ajouter au panierDate de parution : 12-2006
Ouvrage de 404 p.
17.8x23.5 cm