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Heavy-tail phenomena: probabilistic and statistical modeling/ Sidney I. Resnick.
Series: Springer series in operations researchPublication details: New York: Springer, c2007.Description: xix, 404 p.: ill.; 25 cmISBN:- 9780387242729 (hbk. : alk. paper)
- 0387242724 (hbk. : alk. paper)
- 9780387450247 (ebook)
- 0387450246 (ebook)
- Extreme value theory -- Mathematical models
- Distribution (Probability theory) -- Mathematical models
- Finance -- Mathematical models
- Verdelingen (statistiek)
- Valeurs extremes, Theorie des -- Modeles mathematiques
- Distribution (Theorie des probabilites) -- Modeles mathematiques
- Finances -- Modeles mathématiques
- Heavy tail analysis
- Matemática Aplicada 02A- -- Processos Estocásticos
- 519.2 R434h
- 31.70
| Item type | Current library | Collection | Call number | Copy number | Status | Date due | Barcode |
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Castorina Estantes Abertas (Open Shelves) | Livros (Books) | 519.2 R434h 2007 IMPA (Browse shelf(Opens below)) | 1 | Available | 39063000641541 |
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| 519.2 R424c 1966 IMPA Calcul des probabilités/ | 519.2 R424f 1970 IMPA Foundations of probability/ | 519.2 R424p 1970 IMPA Probability theory/ | 519.2 R434h 2007 IMPA Heavy-tail phenomena: probabilistic and statistical modeling/ | 519.2 R434p 1999 IMPA A probability path/ | 519.2 R434p 2014 IMPA A probability path/ | 519.2 R535w 1966 IMPA Wahrscheinlichkeitstheorie. |
Includes bibliographical references and index.
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