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.
- ISBN13 9780387242729
- Publish Date 1 December 2006
- Publish Status Active
- Publish Country US
- Imprint Springer-Verlag New York Inc.
- Edition 2007 ed.
- Format Hardcover
- Pages 404
- Language English