Mathematical Statistics

By Herve Dimy Anguima Ibondzi

Financial data have, among others, a particular feature: large values of such series cluster, we are concerned with estimation of clustering probabilities for univariate heavy tailed time series. We... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3659543802
• ISBN13: 9783659543807
• Release Date: May 2014
• Publisher: LAP Lambert Academic Publishing
• Length: 60 Pages
• Weight: 0.22 lbs.
• Dimensions: 0.1" x 6.0" x 9.0"