Kulik, Rafal Soulier, Philippe

Heavy-Tailed Time Series / Rafal Kulik and Philippe Soulier - New York : Springer, c2020. - xix, 681p. : - Springer series in operations research and financial engineering .

9781071607350


Time-series analysis
Extreme value theory
Probabilities
Engineering mathematics
Stochastic processes
Statistics

519.24 KUL/H