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Sidney I. Resnick - Heavy-Tail Phenomena: Probabilistic and Statistical Modeling - 9781441920249 - V9781441920249
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Heavy-Tail Phenomena: Probabilistic and Statistical Modeling

€ 85.89
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Description for Heavy-Tail Phenomena: Probabilistic and Statistical Modeling paperback. This 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. Series: Springer Series in Operations Research and Financial Engineering. Num Pages: 423 pages, biography. BIC Classification: PBWL. Category: (P) Professional & Vocational. Dimension: 235 x 178 x 22. Weight in Grams: 720.
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.

Product Details

Format
Paperback
Publication date
2010
Publisher
Springer United States
Number of pages
423
Condition
New
Series
Springer Series in Operations Research and Financial Engineering
Number of Pages
404
Place of Publication
New York, NY, United States
ISBN
9781441920249
SKU
V9781441920249
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15

Reviews for Heavy-Tail Phenomena: Probabilistic and Statistical Modeling
From the reviews: "The book is divided into three general parts covering introduction, probability and statistics. ... Exercises are provided at the end of each chapter. Naturally all of the exercises are technical and proof based. Doing the exercises will greatly improve the understanding of the subject. ... The book is suitable for graduate students in mathematical finance, finance, operations ... Read more

Goodreads reviews for Heavy-Tail Phenomena: Probabilistic and Statistical Modeling


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