
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.
- Undertitel
- Models with Power-Law Tails
- Författare
- Thomas Mikosch, Olivier Wintenberger
- Upplaga
- 2024 ed.
- ISBN
- 9783031591556
- Språk
- Engelska
- Vikt
- 446 gram
- Utgivningsdatum
- 3.8.2024
- Sidor
- 766