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Extreme Value Theory for Time Series: Models with Power-Law Tails - Springer Series in Operations Research and Financial Engineering Thomas Mikosch 2024 edition
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Extreme Value Theory for Time Series: Models with Power-Law Tails - Springer Series in Operations Research and Financial Engineering
Thomas Mikosch
This book deals with extreme value theory for univariate and multivariate time series models characterized by power-law tails.
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | August 3, 2024 |
| ISBN13 | 9783031591556 |
| Publishers | Springer International Publishing AG |
| Pages | 766 |
| Dimensions | 150 × 220 × 20 mm · 1.27 kg |
| Language | German |
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