Extreme Value Theory for Time Series: Models with Power-Law...

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Extreme Value Theory for Time Series:...

Extreme Value Theory for Time Series: Models with Power-Law Tails

Thomas Mikosch, Olivier Wintenberger

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類別:

Mathematics - Optimization. Operations Research

年:

2024

版本:

2024

出版商:

Springer

語言:

english

頁數:

788

ISBN 10:

3031591550

ISBN 13:

9783031591556

系列:

Springer Series in Operations Research and Financial Engineering

文件:

PDF, 13.86 MB

IPFS:

,

english, 2024

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