Heavy Tailed Time Series is popular PDF and ePub book, written by Rafal Kulik in 2020-07-01, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Heavy Tailed Time Series can be Read Online from any device for your convenience.
Heavy Tailed Time Series Book PDF Summary
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.
Detail Book of Heavy Tailed Time Series PDF
- Author : Rafal Kulik
- Release : 01 July 2020
- Publisher : Springer Nature
- ISBN : 9781071607374
- Genre : Mathematics
- Total Page : 677 pages
- Language : English
- PDF File Size : 19,5 Mb
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