Heavy-Tail Phenomena : Probabilistic and Statistical Modeling PDF
by Sidney I. Resnick
Part of the Springer Series in Operations Research and Financial Engineering series
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Description
This comprehensive text gives an interesting and useful blend of the mathematical, probabilistic and statistical tools used in heavy-tail analysis. It is uniquely devoted to heavy-tails and emphasizes both probability modeling and statistical methods for fitting models.
Prerequisites for the reader include a prior course in stochastic processes and probability, some statistical background, some familiarity with time series analysis, and ability to use a statistics package. This work will serve second-year graduate students and researchers in the areas of applied mathematics, statistics, operations research, electrical engineering, and economics.
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- Format:PDF
- Publisher:Springer New York
- Publication Date:03/12/2007
- Category:
- ISBN:9780387450247
Information
-
Download Now
- Format:PDF
- Publisher:Springer New York
- Publication Date:03/12/2007
- Category:
- ISBN:9780387450247
