Filter
Sannolikhetskalkyl & matematisk statistik
Filter
The main subject is the probabilistic extreme value theory. The purpose is to present recent results related to limiting distributions of maxima in incomplete samples from …
This is an updated version of what is still the only text to address basic questions about how to model uncertainty in mathematical programming, including how to reformulate a …
This book deals with extreme value theory for univariate and multivariate time series models characterized by power-law tails. These include the classical ARMA models with …