Heavy-Tailed Time Series
暫譯: 重尾時間序列

Kulik, Rafal, Soulier, Philippe

Heavy-Tailed Time Series
  • 出版商: Springer
  • 出版日期: 2020-07-02
  • 售價: $3,190
  • 貴賓價: 9.5 折 $3,031
  • 語言: 英文
  • 頁數: 681
  • 裝訂: Hardcover - also called cloth, retail trade, or trade
  • ISBN: 1071607359
  • ISBN-13: 9781071607350

    • 海外代購書籍(需單獨結帳)

相關主題

商品描述

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.

 

商品描述(中文翻譯)

本書旨在提供一個全面、自足且簡明的極值理論概述，專注於時間序列，並結合最新的研究趨勢與經典方法論。適合研究生課程或專業參考，本書要求讀者具備獨立同分佈（i.i.d.）數據的極值理論背景及時間序列的基本知識。在簡要回顧基礎概念後，書中將線性進展至極限定理和時間序列模型的主題，並在每章結尾提供歷史見解。此外，本書還包含完整的證明和附有解答的練習題，以及豐富的參考文獻列表和附錄，並對模糊收斂理論提供了新穎的評論。

作者簡介

Rafal Kulik graduated from the University of Wroclaw, Poland. He is currently a Professor at the Department of Mathematics and Statistics, University of Ottawa. His research interests are centered around limit theorems for stochastic processes with temporal dependence.

Philippe Soulier graduated from Ecole Normale Supérieure de Paris and obtained his PhD at University Paris XI Orsay. He is Professor of Mathematics at University Paris Nanterre. His main themes of research are long memory processes and extreme value theory.

作者簡介(中文翻譯)

拉法爾·庫利克（Rafal Kulik）畢業於波蘭的弗羅茨瓦夫大學（University of Wroclaw）。他目前是渥太華大學（University of Ottawa）數學與統計系的教授。他的研究興趣集中在具有時間依賴性的隨機過程的極限定理上。

菲利普·蘇利耶（Philippe Soulier）畢業於巴黎高等師範學院（Ecole Normale Supérieure de Paris），並在巴黎第十一大學（University Paris XI Orsay）獲得博士學位。他是巴黎南泰爾大學（University Paris Nanterre）的數學教授。他的主要研究主題是長記憶過程和極值理論。

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