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Heavy-Tail Phenomena: Probabilistic and Statistical Modeling (Springer Series in Operations Research and Financial Engineering)

Sidney I. Resnick




[PDF.ni15] Heavy-Tail Phenomena: Probabilistic and Statistical Modeling (Springer Series in Operations Research and Financial Engineering)

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 | #2272176 in Books |  2006-12-01 | Original language:English | PDF # 1 |  .99 x7.28 x9.48l,1.91 | File type: PDF | 404 pages

||45 of 47 people found the following review helpful.| another fine book by Resnick|By Michael R. Chernick|Sid Resnick taught me stochastic processes when I was a graduate student at Stanford. He is an exceptional lecturer who really stimulates the students. I don't think I ever had a boring lecture from him even though probability theory and stochastic processes can at times be very dry subjects.

Over the many years| ||From the reviews:||"The book is divided into three general parts covering introduction, probability and statistics. … Exercises are provided at the end of each chapter. Naturally all of the exercises are technical and proof based. Doing the exercises w

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 statist...

You easily download any file type for your gadget.Heavy-Tail Phenomena: Probabilistic and Statistical Modeling (Springer Series in Operations Research and Financial Engineering)   |  Sidney I. Resnick. I was recommended this book by a dear friend of mine.

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