Olivier Wintenberger – författare

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3 produkter

1. 

   Extreme Value Theory for Time Series

   Models with Power-Law Tails

   Av Thomas Mikosch, Olivier Wintenberger

   Inbunden, 2024

   1858 kr

   Lägg i varukorg

   This book deals with extreme value theory for univariate and multivariate time series models characterized by power-law tails. These include the classical ARMA models with heavy-tailed noise and financial econometrics models such as the GARCH and stochastic volatility models.Rigorous descriptions …

2. 

   Extreme Value Theory for Time Series

   Models with Power-Law Tails

   Av Olivier Wintenberger, Thomas Mikosch

   E-bok, 2024

   3259 kr

   Lägg i varukorg

   This book deals with extreme value theory for univariate and multivariate time series models characterized by power-law tails. These include the classical ARMA models with heavy-tailed noise and financial econometrics models such as the GARCH and stochastic volatility models. Rigorous descriptions …

3. 

   Extreme Value Theory for Time Series

   Models with Power-Law Tails

   Av Thomas Mikosch, Olivier Wintenberger

   Häftad, 2025

   2403 kr

   Lägg i varukorg

   This book deals with extreme value theory for univariate and multivariate time series models characterized by power-law tails. These include the classical ARMA models with heavy-tailed noise and financial econometrics models such as the GARCH and stochastic volatility models.Rigorous descriptions …