Heavy-Tailed Time Series. (2020)

• Record Type: Book
• Further Information: Note: Rafal Kulik, Philippe Soulier.
• Authors: Kulik, Rafal; Soulier, Philippe
• Contents: Regular variation.- Regularly varying random variables.- Regularly varying random vectors.- Dealing with extremal independence.- Regular variation of series and random sums.- Regularly varying time series.- Limit theorems.- Convergence of clusters-. Point process convergence.- Convergence to stable and extremal processes.- The tall empirical and quantile processes.- Estimation of cluster functionals.- Estimation for extremally independent time series.- Bootstrap.- Time series models.- Max-stable processes.- Markov chains.- Moving averages.- Long memory processes.- Appendices.
• Publisher Details: New York : Springer
• Publication Date: 2020
• Copyright Date: 2020
• Extent: 1 online resource (681 pages)
• Subjects: Mathematics; Probabilities; Statistics ; Applied mathematics; Engineering mathematics; Mathematics -- Probability & Statistics -- General; Mathematics -- Applied; Probability & statistics; Applied mathematics
• Languages: English
• ISBNs: 9781071607374
• Related ISBNs: 9781071607350
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.