Heavy-Tailed Time Series - Springer Series in Operations Research and Financial Engineering
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Published By Springer New York

9781071607350, 9781071607374

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

The tail empirical and quantile processes

Heavy-Tailed Time Series - Springer Series in Operations Research and Financial Engineering ◽

10.1007/978-1-0716-0737-4_9 ◽

2020 ◽

pp. 235-263

Author(s):

Rafał Kulik ◽

Philippe Soulier

Keyword(s):

Empirical And Quantile Processes ◽

Quantile Processes

Regularly varying time series

Heavy-Tailed Time Series - Springer Series in Operations Research and Financial Engineering ◽

10.1007/978-1-0716-0737-4_5 ◽

2020 ◽

pp. 101-145

Author(s):

Rafał Kulik ◽

Philippe Soulier

Keyword(s):

Time Series ◽

Regularly Varying

Dealing with extremal independence

Heavy-Tailed Time Series - Springer Series in Operations Research and Financial Engineering ◽

10.1007/978-1-0716-0737-4_3 ◽

2020 ◽

pp. 53-73

Author(s):

Rafał Kulik ◽

Philippe Soulier

Moving averages

Heavy-Tailed Time Series - Springer Series in Operations Research and Financial Engineering ◽

10.1007/978-1-0716-0737-4_15 ◽

2020 ◽

pp. 425-452

Author(s):

Rafał Kulik ◽

Philippe Soulier

Keyword(s):

Moving Averages

Markov chains

Heavy-Tailed Time Series - Springer Series in Operations Research and Financial Engineering ◽

10.1007/978-1-0716-0737-4_14 ◽

2020 ◽

pp. 373-423 ◽

Cited By ~ 1

Author(s):

Rafał Kulik ◽

Philippe Soulier

Keyword(s):

Markov Chains

Bootstrap

Heavy-Tailed Time Series - Springer Series in Operations Research and Financial Engineering ◽

10.1007/978-1-0716-0737-4_12 ◽

2020 ◽

pp. 333-345

Author(s):

Rafał Kulik ◽

Philippe Soulier

Convergence of clusters

Heavy-Tailed Time Series - Springer Series in Operations Research and Financial Engineering ◽

10.1007/978-1-0716-0737-4_6 ◽

2020 ◽

pp. 149-171

Author(s):

Rafał Kulik ◽

Philippe Soulier

Regular variation of series and random sums

Heavy-Tailed Time Series - Springer Series in Operations Research and Financial Engineering ◽

10.1007/978-1-0716-0737-4_4 ◽

2020 ◽

pp. 75-99

Author(s):

Rafał Kulik ◽

Philippe Soulier

Keyword(s):

Regular Variation ◽

Random Sums

Regularly varying random vectors

Heavy-Tailed Time Series - Springer Series in Operations Research and Financial Engineering ◽

10.1007/978-1-0716-0737-4_2 ◽

2020 ◽

pp. 23-52

Author(s):

Rafał Kulik ◽

Philippe Soulier

Keyword(s):

Random Vectors ◽

Regularly Varying

Estimation for extremally independent time series

Heavy-Tailed Time Series - Springer Series in Operations Research and Financial Engineering ◽

10.1007/978-1-0716-0737-4_11 ◽

2020 ◽

pp. 313-332

Author(s):

Rafał Kulik ◽

Philippe Soulier

Keyword(s):

Time Series

Heavy-Tailed Time Series - Springer Series in Operations Research and Financial EngineeringLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer New York

The tail empirical and quantile processes

Regularly varying time series

Dealing with extremal independence

Moving averages

Markov chains

Bootstrap

Convergence of clusters

Regular variation of series and random sums

Regularly varying random vectors

Estimation for extremally independent time series

Heavy-Tailed Time Series - Springer Series in Operations Research and Financial Engineering
Latest Publications