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Heavy-Tail Phenomena Probabilistic and Statistical Modeling

Author: Dictator on 6-12-2018, 15:28

Heavy-Tail Phenomena Probabilistic and Statistical Modeling
Sidney I. Resnick, "Heavy-Tail Phenomena: Probabilistic and Statistical Modeling"
2006 | pages: 412 | ISBN: 0387242724 | PDF | 3,2 mb

This comprehensive text gives an interesting and useful blend of the mathematical, probabilistic and statistical tools used in heavy-tail analysis. It is uniquely devoted to heavy-tails and emphasizes both probability modeling and statistical methods for fitting models.

Prerequisites for the reader include a prior course in stochastic processes and probability, some statistical background, some familiarity with time series analysis, and ability to use a statistics package. This work will serve second-year graduate students and researchers in the areas of applied mathematics, statistics, operations research, electrical engineering, and economics.

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Tags: Heavy, Tail, Phenomena, Probabilistic, Statistical