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Heavy-tail phenomena : probabilistic and statistical modeling /

Bibliographic Details
Main Author: Resnick, Sidney I.
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: New York, N.Y. : Springer, [2007]
Series:Springer series in operations research.
Subjects:
Verdelingen (statistiek)
Distribution (Probability theory) > Mathematical models.
Extreme value theory > Mathematical models.
Finance > Mathematical models.
Distribution (Théorie des probabilités) > Modèles mathématiques.
Finances > Modèles mathématiques.
Valeurs extrêmes, Théorie des > Modèles mathématiques.
Electronic books.
Online Access:Connect to the full text of this electronic book
Publisher description
Table of Contents:
  • Introduction
  • [Part I. Crash Courses.] Crash course I: Regular variation
  • Crash course II: Weak convergence; implications for heavy-tail analysis
  • [Part II. Statistics.] Dipping a toe in the statistical water
  • [Part III. Probability.] The Poisson process
  • Multivariate regular variation and the Poisson transform
  • Weak convergence and the Poisson process
  • Applied probability models and heavy tails
  • [Part IV. More statistics.] Additional statistics topics
  • [Part V. Appendices.] Notation and conventions
  • Software.