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Extreme Value Theory for Time Series
Tallenna

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
Painos
2024 ed.
ISBN
9783031591556
Kieli
englanti
Paino
446 grammaa
Julkaisupäivä
3.8.2024
Sivumäärä
766