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Mikosch T. Extreme Value Theory for Time Series.Models with Power-Law Tails 2024
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| Uploader: | andryold1 | ||||||||||||
| Source: |
The Pirate Bay
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| Description: |
Textbook in PDF format
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 econometrics models such as the GARCH and stochastic volatility models
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| Category: | Books | ||||||||||||
| Size: | 114.6 MB | ||||||||||||
| Added: | June 11, 2025, 3:13 p.m. | ||||||||||||
| Peers: | Seeders: 26, Leechers: 33 (Last updated: 1 year, 3 months ago) | ||||||||||||
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