A practical guide to heavy tails : statistical techniques and applications
Đã lưu trong:
| Tác giả chính: | |
|---|---|
| Tác giả khác: | , |
| Định dạng: | Livre papier |
| Ngôn ngữ: | Anglais |
| Được phát hành: |
Boston ; Basel ; Berlin :
Birkhäuser
C 1998.
|
| Những chủ đề: | |
| Chú thích: |
Textes et résumés en anglais Communications données lors d'un séminaire tenu à Santa Barbara, Calif., en décembre 1995 |
| Autres localisations: | Voir dans le Sudoc |
| LEADER | 03883nam a22003257a 4500 | ||
|---|---|---|---|
| 001 | 381062 | ||
| 008 | 970403t19981998xxe ||| |||| 00| 0 eng d | ||
| 009 | PPN045646449 | ||
| 020 | |a 3764339519 (Basel) (rel.) | ||
| 020 | |a 0817639519 (Boston) (rel.) | ||
| 020 | |a 9780817639518 (rel.) | ||
| 024 | |a 9780817639518 | ||
| 041 | 0 | |a eng |b eng | |
| 082 | |a 519.2/4 | ||
| 100 | 1 | |a Adler, Robert J., |d 1950- | |
| 245 | 1 | 0 | |a A practical guide to heavy tails : |b statistical techniques and applications |c Robert J. Adler, Raisa E. Feldman, Murad S. Taqqu, editors. |
| 260 | |a Boston ; |a Basel ; |a Berlin : |b Birkhäuser. | ||
| 260 | |c C 1998. | ||
| 300 | |a 1 vol. (XVI-533 p.) : |b ill., tabl., couv. ill. en coul. ; |c 26 cm. | ||
| 500 | |a Textes et résumés en anglais | ||
| 500 | |a Communications données lors d'un séminaire tenu à Santa Barbara, Calif., en décembre 1995 | ||
| 504 | |a Bibliogr. en fin de chapitres. Liste des contributeurs | ||
| 505 | 0 | |a I. Applications -- Heavy-tailed probability distributions in the World Wide Web / Mark E. Crovella, Murad S. Taqqu and Azer Bestavros -- Self-similarity and heavy tails : structural modeling of network traffic / Walter Willinger, Vern Paxson and Murad S. Taqqu -- Heavy tails in high-frequency financial data / Ulrich A. Müller, Michel M. Dacorogna and Olivier V. Pictet -- Stable paretian modeling in finance : some empirical and theoretical aspects / Stefan Mittnik, Svetlozar T. Rachev and Marc S. Paolella -- Risk management and quantile estimation / Franco Bassi, Paul Embrechts and Maria Kafetzaki -- II. Time series -- Analysing stable time series / Robert J. Adler, Raisa E. Feldman and Colin Gallagher -- Inference for linear processes with stable noise / M. Calder and R.A. Davis -- On estimating the intensity of long-range dependence in finite and infinite variance time series / Murad S. Taqqu and Vadim Teverovsky -- Why non-linearities can ruin the heavy-tailed modeler's day / Sidney I. Resnick -- Periodogram estimates from heavy-tailed data / T. Mikosch -- Bayesian inference for time series with infinite variance stable innovations / Nalini Ravishanker and Zuqiang Qiou -- III. Heavy-tail estimation -- Hill, bootstrap and jackknife estimators for heavy tails / Olivier V. Pictet, Michel M. Dacorogna and Ulrich A. Müller -- Characteristic function based estimation of stable distribution parameters / Stephen M. Kogon and Douglas B. Williams -- IV. Regression -- Bootstrapping signs and permutations for regression with heavy-tailed errors : a robust resampling / Raoul LePage ... [et al.] -- Linear regression with stable disturbances / J. Huston McCulloch -- V. Signal processing -- Deviation from normality in statistical signal processing : parameter estimation with alpha-stable distributions / Panagiotis Tsakalides and Chrysostomos L. Nikias -- Statistical modeling and receiver design for multi-user communication networks / George A. Tsihrintzis -- VI. Model structures -- Subexponential distributions / Charles M. Goldie and Claudia Klüppelberg -- Structure of stationary stable processes / Jan Rosiński -- Tail behavior of some shot noise processes / Gennady Samorodnitsky -- VII. Numerical procedures -- Numerical approximation of the symmetric stable distribution and density / J. Huston McCulloch -- Table of the maximally-skewed stable distributions / J. Huston McCulloch and Don B. Panton -- Multivariate stable distributions : approximation, estimation, simulation and identification -- Univariate stable distributions : parameterizations and software / John P. Nolan | |
| 650 | |a Gauss, Loi de (statistique) | ||
| 650 | |a Processus gaussiens | ||
| 650 | |a Probabilités | ||
| 650 | |a Actes de congrès | ||
| 700 | 1 | |a Feldman, Raisa E., |d 1958- |4 pbd | |
| 700 | 1 | |a Taqqu, Murad S., |d 1942- |4 pbd | |
| 997 | |0 381062 |1 Livre papier |a Ressource papier |c 0/Orléans/ |c 1/Orléans/IDP/ |z Orléans, IDP, 6427 ADL | ||