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

9781071607350, 9781071607374

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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

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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

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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

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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

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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

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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

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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

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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

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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

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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

Download Full-text

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