close
1.

電子ブック

EB
edited by Patrice Bertail, Philippe Soulier, Paul Doukhan
出版情報: New York, NY : Springer Science+Business Media, LLC, 2006
シリーズ名: Lecture Notes in Statistics ; 187
オンライン: http://dx.doi.org/10.1007/0-387-36062-X
所蔵情報: loading…
2.

電子ブック

EB
by Rafal Kulik, Philippe Soulier
出版情報: New York, NY : Springer New York : Imprint: Springer, 2020
シリーズ名: Springer Series in Operations Research and Financial Engineering ;
オンライン: https://doi.org/10.1007/978-1-0716-0737-4
所蔵情報: loading…
目次情報: 続きを見る
Regular 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
Regular variation
Regularly varying random variables
Regularly varying random vectors