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Heavy-Tail Phenomena: Probabilistic and Statistical Modeling (2007 edition)

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Heavy-Tail Phenomena: Probabilistic and Statistical Modeling - Resnick, Sidney I
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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 ...

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Heavy-Tail Phenomena: Probabilistic and Statistical Modeling 2010, Springer, New York, NY

ISBN-13: 9781441920249

Trade paperback

Heavy-Tail Phenomena: Probabilistic and Statistical Modeling 2006, Springer, New York, NY

ISBN-13: 9780387242729

2007 edition

Hardcover