Heavy-Tail Phenomena Probabilistic and Statistical Modeling |
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| Author:
| Resnick, Sidney I. |
| Series title: | Springer Series in Operations Research and Financial Engineering Ser. |
| ISBN: | 978-0-387-24272-9 |
| Publication Date: | Dec 2006 |
| Publisher: | Springer New York
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| Imprint: | Springer |
| Book Format: | Hardback |
| List Price: | USD $99.99 |
Book Description:
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This 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.
This 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.