E-Book, Englisch, 333 Seiten, eBook
Reihe: Springer Series in Operations Research and Financial Engineering
Nolan Univariate Stable Distributions
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
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.