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Heavy-Tailed Time Series

Download or Read eBook Heavy-Tailed Time Series PDF written by Rafal Kulik and published by Springer Nature. This book was released on 2020-07-01 with total page 677 pages. Available in PDF, EPUB and Kindle.
Heavy-Tailed Time Series
Author :
Publisher : Springer Nature
Total Pages : 677
Release :
ISBN-10 : 9781071607374
ISBN-13 : 1071607375
Rating : 4/5 (74 Downloads)

Book Synopsis Heavy-Tailed Time Series by : Rafal Kulik

Book excerpt: This book aims to present a comprehensive, self-contained, and concise overview of extreme value theory for time series, incorporating the latest research trends alongside classical methodology. Appropriate for graduate coursework or professional reference, the book requires a background in extreme value theory for i.i.d. data and basics of time series. Following a brief review of foundational concepts, it progresses linearly through topics in limit theorems and time series models while including historical insights at each chapter’s conclusion. Additionally, the book incorporates complete proofs and exercises with solutions as well as substantive reference lists and appendices, featuring a novel commentary on the theory of vague convergence.


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