Horizon Portail d'Information

Ressources numériques

Recherche rapide

Recherche avancée

Recherche alphabétique

Modifier la recherche

A practical guide to heavy tails : statistical techniques and applications , Robert J. Adler, Raisa E. Feldman, Murad S. Taqqu, editors

Boston , Birkhäuser -- c1998

xvi, 533 p. : ill. ; 26 cm

3-7643-3951-9 , Basel : alk. paper

0-8176-3951-9 , alk. paper

Includes bibliographical references and index.

Heavy-tailed probability distributions in the World Wide Web / Mark E. Crovella, Murad S. Taqqu and Azer Bestavros ; Self-similarity and heavy tails : structural modeling of network traffic / Walter Willinger, Vern Paxson and Murad S. Taqqu ; Heavy tails in high-frequency financial data / Ulrich A. Müller, Michel M. Dacorogna and Olivier V. Pictet ; Stable paretian modeling in finance : some empirical and theoretical aspects / Stefan Mittnik, Svetlozar T. Rachev and Marc S. Paolella ; Risk management and quantile estimation / Franco Bassi, Paul Embrechts and Maria Kafetzaki ; Analysing stable time series / Robert J. Adler, Raisa E. Feldman and Colin Gallagher ; Inference for linear processes with stable noise / M. Calder and R.A. Davis ; On estimating the intensity of long-range dependence in finite and infinite variance time series / Murad S. Taqqu and Vadim Teverovsky ; Why non-linearities can ruin the heavy-tailed modeler's day / Sidney I. Resnick ; Periodogram estimates from heavy-tailed data / T. Mikosch ; Bayesian inference for time series with infinite variance stable innovations / Nalini Ravishanker and Zuqiang Qiou ; Hill, bootstrap and jackknife estimators for heavy tails / Olivier V. Pictet, Michel M. Dacorogna and Ulrich A. Müller ; Characteristic function based estimation of stable distribution parameters / Stephen M. Kogon and Douglas B. Williams ; Bootstrapping signs and permutations for regression with heavy-tailed errors : a robust resampling / Raoul LePage ... [et al.] ; Linear regression with stable disturbances / J. Huston McCulloch ; Deviation from normality in statistical signal processing : parameter estimation with alpha-stable distributions / Panagiotis Tsakalides and Chrysostomos L. Nikias --Statistical modeling and receiver design for multi-user communication networks / George A. Tsihrintzis ; Subexponential distributions / Charles M. Goldie and Claudia Klüppelberg ; Structure of stationary stable processes / Jan Rosiński ; Tail behavior of some shot noise processes / Gennady Samorodnitsky ; Numerical approximation of the symmetric stable distribution and density / J. Huston McCulloch ; Table of the maximally-skewed stable distributions / J. Huston McCulloch and Don B. Panton ; Multivariate stable distributions : approximation, estimation, simulation and identification ; Univariate stable distributions : parameterizations and software / John P. Nolan

Gaussian distribution.

Gaussian processes.

Gauss, Loi de (statistique)

Processus gaussiens

Pour toute question, contactez la bibliothèque

Horizon Information Portal 3.25_france_v1m© 2001-2019 SirsiDynix Tous droits réservés.

Horizon Portail d'Information