Multivariate Time Series – alle Bücher

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Thomas Mikosch, Olivier Wintenberger

Extreme Value Theory for Time Series

Springer Series in Operations Research and Financial Engineering

This book deals with extreme value theory for univariate and multivariate time series models characterized by power-law tails. These include the classical ARMA models with heavy-tailed noise and financial…

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EUR 240,94* Aktueller Preis: EUR 240,94

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