Extreme value theory for time series : models with power-law tails

Author(s)

    • Mikosch, Thomas
    • Wintenberger, Olivier

Bibliographic Information

Extreme value theory for time series : models with power-law tails

Thomas Mikosch, Olivier Wintenberger

(Springer series in operations research and financial engineering)

Springer, 2024

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Note

Content Type: text (ncrcontent), Media Type: unmediated (ncrmedia), Carrier Type: volume (ncrcarrier)

Related Books: 1-1 of 1

Details

  • NCID
    BD18841928
  • ISBN
    • 9783031591556
  • Country Code
    sz
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    Cham
  • Pages/Volumes
    xvi, 766 pages
  • Size
    25 cm
  • Classification
  • Parent Bibliography ID
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