Heavy-Tail Phenomena: Probabilistic and Statistical Modeling (Springer Series in Operations Research and Financial Engineering)

Resnick, Sidney I.

ISBN 10: 0387242724 / ISBN 13: 9780387242729

Verlag: Springer, 2006

Beschreibung

Like New.

Bestandsnummer des Verkäufers ERICA77303872427246

Bibliografische Details

• Titel: Heavy-Tail Phenomena: Probabilistic and Statistical Modeling (Springer Series in Operations Research and Financial Engineering)
• Verlag: Springer
• Erscheinungsjahr: 2006
• Sprache: Englisch
• ISBN-10: 0387242724
• ISBN-13: 9780387242729
• Einband: Hardcover
• Zustand: Like New
• Buchtyp: book

Über diesen Titel

Inhaltsangabe

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.

Über die Autorin bzw. den Autor

Sidney Resnick is a Professor at Cornell University.