Heavy-Tailed Time Series
Heavy-Tailed Time Series by Rafal Kulik
English | PDF,EPUB | 2020 | 677 Pages | ISBN : 1071607359 | 71 MB
This book aims to present a comprehensive, self-contained, and concise overview of extreme value theory for time series, incorporating the latest research trends alongside classical methodology. Appropriate for graduate coursework or professional reference, the book requires a background in extreme value theory for i.i.d. data and basics of time series.
Following a brief review of foundational concepts, it progresses linearly through topics in limit theorems and time series models while including historical insights at each chapter’s conclusion. Additionally, the book incorporates complete proofs and exercises with solutions as well as substantive reference lists and appendices, featuring a novel commentary on the theory of vague convergence.
i will be very grateful when you support me and buy Or Renew Your Premium from my Blog links
i appreciate your support Too much as it will help me to post more and more
Without You And Your Support We Can’t Continue
Thanks For Buying Premium From My Links For Support
i appreciate your support Too much as it will help me to post more and more
Without You And Your Support We Can’t Continue
Thanks For Buying Premium From My Links For Support