£58.94

Springer Heavy-Tailed Time Series (Springer Series in Operations Research and Financial Engineering)

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£58.94 £28.71 £35.31 £41.90 £48.50 £55.09 £61.69 09 June 2024 24 October 2024 11 March 2025 27 July 2025 12 December 2025

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Most common price: £59 (432 days, 78.3%)

Price range: £31 - £59

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Description

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.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
02 July 2020
Listed Since
04 March 2020

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