Heavy-Tail Phenomena: Probabilistic and Statistical Modeling

by Resnick, Sidney I.
5 out of 5 Customer Rating
ISBN: 9780387242729
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Overview

This comprehensive 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.

Prerequisites for the reader include a prior course in stochastic processes and probability, some statistical background, some familiarity with time series analysis, and ability to use a statistics package. This work will serve second-year graduate students and researchers in the areas of applied mathematics, statistics, operations research, electrical engineering, and economics.

  • Format: Hardcover
  • Author: Resnick, Sidney I.
  • ISBN: 9780387242729
  • Condition: Used
  • Dimensions: 9.48 x 0.99
  • Number Of Pages: 404
  • Publication Year: 2006

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