
Extreme Value Theory for Time Series
This book deals with extreme value theory for univariate and multivariate time series models characterized by power-law tails.
- Alaotsikko
- Models with Power-Law Tails
- Kirjailija
- Thomas Mikosch, Olivier Wintenberger
- Painos
- 2024 ed.
- ISBN
- 9783031591556
- Kieli
- englanti
- Paino
- 446 grammaa
- Julkaisupäivä
- 3.8.2024
- Kustantaja
- Springer International Publishing AG
- Sivumäärä
- 766