Nolan | Univariate Stable Distributions | E-Book | sack.de
E-Book

E-Book, Englisch, 333 Seiten, eBook

Reihe: Springer Series in Operations Research and Financial Engineering

Nolan Univariate Stable Distributions

Models for Heavy Tailed Data
Erscheinungsjahr 2020
ISBN: 978-3-030-52915-4
Verlag: Springer International Publishing
Format: PDF
Kopierschutz: 1 - PDF Watermark

Models for Heavy Tailed Data

E-Book, Englisch, 333 Seiten, eBook

Reihe: Springer Series in Operations Research and Financial Engineering

ISBN: 978-3-030-52915-4
Verlag: Springer International Publishing
Format: PDF
Kopierschutz: 1 - PDF Watermark



This textbook highlights the many practical uses of stable distributions, exploring the theory, numerical algorithms, and statistical methods used to work with stable laws. Because of the author’s accessible and comprehensive approach, readers will be able to understand and use these methods. Both mathematicians and non-mathematicians will find this a valuable resource for more accurately modelling and predicting large values in a number of real-world scenarios. Beginning with an introductory chapter that explains key ideas about stable laws, readers will be prepared for the more advanced topics that appear later. The following chapters present the theory of stable distributions, a wide range of applications, and statistical methods, with the final chapters focusing on regression, signal processing, and related distributions. Each chapter ends with a number of carefully chosen exercises. Links to free software are included as well, where readers can put these methods into practice. Univariate Stable Distributions is ideal for advanced undergraduate or graduate students in mathematics, as well as many other fields, such as statistics, economics, engineering, physics, and more. It will also appeal to researchers in probability theory who seek an authoritative reference on stable distributions.
Nolan Univariate Stable Distributions jetzt bestellen!

Zielgruppe


Graduate


Autoren/Hrsg.


Weitere Infos & Material


Basic Properties of Univariate Stable Distributions.- Modeling with Stable Distributions.- Technical Results for Univariate Stable Distributions.- Univariate Estimation.- Stable Regression.- Signal Processing with Stable Distributions.- Related Distributions.- Appendix A: Mathematical Facts.- Appendix B: Stable Quantiles.- Appendix C: Stable Modes.- Appendix D: Asymptotic Standard Deviations of ML Estimators.


John Nolan received his PhD from the University of Virginia, and has taught at the University of Zambia, Kenyon College, and American University. He also worked in a software firm, developing systems for intensive care units. His main research interests are in models for heavy tailed data and extremes.



Ihre Fragen, Wünsche oder Anmerkungen
Vorname*
Nachname*
Ihre E-Mail-Adresse*
Kundennr.
Ihre Nachricht*
Lediglich mit * gekennzeichnete Felder sind Pflichtfelder.
Wenn Sie die im Kontaktformular eingegebenen Daten durch Klick auf den nachfolgenden Button übersenden, erklären Sie sich damit einverstanden, dass wir Ihr Angaben für die Beantwortung Ihrer Anfrage verwenden. Selbstverständlich werden Ihre Daten vertraulich behandelt und nicht an Dritte weitergegeben. Sie können der Verwendung Ihrer Daten jederzeit widersprechen. Das Datenhandling bei Sack Fachmedien erklären wir Ihnen in unserer Datenschutzerklärung.