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000938192 019__ $$a1178999209
000938192 020__ $$a9781071607374$$q(electronic book)
000938192 020__ $$a1071607375$$q(electronic book)
000938192 020__ $$z9781071607350
000938192 0247_ $$a10.1007/978-1-0716-0
000938192 035__ $$aSP(OCoLC)on1164491680
000938192 035__ $$aSP(OCoLC)1164491680$$z(OCoLC)1178999209
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000938192 08204 $$a519.2/4$$223
000938192 1001_ $$aKulik, Rafal.
000938192 24510 $$aHeavy-tailed time series /$$cRafal Kulik, Philippe Soulier.
000938192 260__ $$aNew York, NY :$$bSpringer,$$c2020.
000938192 300__ $$a1 online resource (677 pages).
000938192 336__ $$atext$$btxt$$2rdacontent
000938192 337__ $$acomputer$$bc$$2rdamedia
000938192 338__ $$aonline resource$$bcr$$2rdacarrier
000938192 4901_ $$aSpringer Series in Operations Research and Financial Engineering
000938192 504__ $$aIncludes bibliographical references and index.
000938192 5050_ $$aRegular variation -- Regularly varying random variables -- Regularly varying random vectors -- Dealing with extremal independence -- Regular variation of series and random sums -- Regularly varying time series -- Limit theorems -- Convergence of clusters-. Point process convergence -- Convergence to stable and extremal processes -- The tall empirical and quantile processes -- Estimation of cluster functionals -- Estimation for extremally independent time series -- Bootstrap -- Time series models -- Max-stable processes -- Markov chains -- Moving averages -- Long memory processes -- Appendices.
000938192 506__ $$aAccess limited to authorized users.
000938192 520__ $$aThis book aims to present a comprehensive, self-contained, and concise overview of extreme value theory for time series, incorporating the latest research trends alongside classical methodology. Appropriate for graduate coursework or professional reference, the book requires a background in extreme value theory for i.i.d. data and basics of time series. Following a brief review of foundational concepts, it progresses linearly through topics in limit theorems and time series models while including historical insights at each chapters conclusion. Additionally, the book incorporates complete proofs and exercises with solutions as well as substantive reference lists and appendices, featuring a novel commentary on the theory of vague convergence.
000938192 588__ $$aDescription based on print version record.
000938192 650_0 $$aExtreme value theory.
000938192 650_0 $$aTime-series analysis.
000938192 7001_ $$aSoulier, Philippe,$$cProf.
000938192 77608 $$iPrint version:$$aKulik, Rafal$$tHeavy-Tailed Time Series$$dNew York, NY : Springer,c2020$$z9781071607350
000938192 830_0 $$aSpringer series in operations research.
000938192 852__ $$bebk
000938192 85640 $$3SpringerLink$$uhttps://univsouthin.idm.oclc.org/login?url=http://link.springer.com/10.1007/978-1-0716-0737-4$$zOnline Access$$91397441.1
000938192 909CO $$ooai:library.usi.edu:938192$$pGLOBAL_SET
000938192 980__ $$aEBOOK
000938192 980__ $$aBIB
000938192 982__ $$aEbook
000938192 983__ $$aOnline
000938192 994__ $$a92$$bISE