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Total Size:
114.6 MB
Info Hash:
A6A104F2766D928912C31776CB544B263657822B
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Added:
June 11, 2025, 3:13 p.m.
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(Last updated: June 12, 2025, 7:58 a.m.)
| File | Size |
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| ['Mikosch T. Extreme Value Theory for Time Series.Models with Power-Law Tails 2024.pdf'] | 0 bytes |
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| Uploaded by andryold1 | Size 114.6 MB | Health [ 26 /33 ] | Added 2025-06-11 |
NOTE
SOURCE: Mikosch T. Extreme Value Theory for Time Series.Models with Power-Law Tails 2024
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COVER
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MEDIAINFO
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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