Thomas Mikosch – författare
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20 produkter
Lévy Processes
Theory and Applications
Av OLE Barndorff-Nielsen, O. E. Barndorff-Nielsen m. fl.
Inbunden, 2001
1967 kr
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A Lévy process is a continuous-time analogue of a random walk, and as such, is at the cradle of modern theories of stochastic processes. Martingales, Markov processes, and diffusions are extensions and generalizations of these processes. In the past, representatives of the Lévy class were …
Empirical Process Techniques for Dependent Data
Av Herold Dehling, Michael Sorensen m. fl.
Inbunden, 2002
1532 kr
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Empirical process techniques for independent data have been used for many years in statistics and probability theory. These techniques have proved very useful for studying asymptotic properties of parametric as well as non-parametric statistical procedures. Recently, the need to model the …
Empirical Process Techniques for Dependent Data
Av Michael Sorensen, Thomas Mikosch m. fl.
E-bok, 2012
1459 kr
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Empirical process techniques for independent data have been used for many years in statistics and probability theory. These techniques have proved very useful for studying asymptotic properties of parametric as well as non-parametric statistical procedures. Recently, the need to model the …
Levy Processes
Theory and Applications
Av Sidney I. Resnick, Thomas Mikosch m. fl.
E-bok, 2012
2575 kr
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A Lévy process is a continuous-time analogue of a random walk, and as such, is at the cradle of modern theories of stochastic processes. Martingales, Markov processes, and diffusions are extensions and generalizations of these processes. In the past, representatives of the Lévy class were …
Empirical Process Techniques for Dependent Data
Av Herold Dehling, Thomas Mikosch m. fl.
Häftad, 2012
1096 kr
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Empirical process techniques for independent data have been used for many years in statistics and probability theory. These techniques have proved very useful for studying asymptotic properties of parametric as well as non-parametric statistical procedures. Recently, the need to model the …
Lévy Processes
Theory and Applications
Av Ole E Barndorff-Nielsen, Thomas Mikosch m. fl.
Häftad, 2012
2185 kr
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A Lévy process is a continuous-time analogue of a random walk, and as such, is at the cradle of modern theories of stochastic processes. Martingales, Markov processes, and diffusions are extensions and generalizations of these processes. In the past, representatives of the Lévy class were …
Extreme Value Theory for Time Series
Models with Power-Law Tails
Av Thomas Mikosch, Olivier Wintenberger
Inbunden, 2024
1858 kr
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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 …
Extreme Value Theory for Time Series
Models with Power-Law Tails
Av Olivier Wintenberger, Thomas Mikosch
E-bok, 2024
3259 kr
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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 …
Extreme Value Theory for Time Series
Models with Power-Law Tails
Av Thomas Mikosch, Olivier Wintenberger
Häftad, 2025
2403 kr
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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 …
Stochastic Models with Power-Law Tails
The Equation X = AX + B
Av Dariusz Buraczewski, Ewa Damek m. fl.
Inbunden, 2016
1577 kr
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In this monograph the authors give a systematic approach to the probabilistic properties of the fixed point equation X=AX+B. A probabilistic study of the stochastic recurrence equation X_t=A_tX_{t-1}+B_t for real- and matrix-valued random variables A_t, where (A_t,B_t) constitute an iid sequence, …
Stochastic Models with Power-Law Tails
The Equation X = AX + B
Av Thomas Mikosch, Ewa Damek m. fl.
E-bok, 2016
1948 kr
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In this monograph the authors give a systematic approach to the probabilistic properties of the fixed point equation X=AX+B. A probabilistic study of the stochastic recurrence equation X_t=A_tX_{t-1}+B_t for real- and matrix-valued random variables A_t, where (A_t,B_t) constitute an iid sequence, …
Stochastic Models with Power-Law Tails
The Equation X = AX + B
Av Dariusz Buraczewski, Ewa Damek m. fl.
Häftad, 2018
1532 kr
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In this monograph the authors give a systematic approach to the probabilistic properties of the fixed point equation X=AX+B. A probabilistic study of the stochastic recurrence equation X_t=A_tX_{t-1}+B_t for real- and matrix-valued random variables A_t, where (A_t,B_t) constitute an iid sequence, …
Oriental Jazz Improvisation - Microtonality and Harmony
Employing Turkish Makam, Arabic Maqam & North Indian Raga Scales and Modes
Häftad, 2022
400 kr
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Makamlar
Die modalen Tonleitern der Türkei: Eine Einführung in das türkische Makam Tonsystem
Häftad, 2022
308 kr
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Modelling Extremal Events
for Insurance and Finance
Av Paul Embrechts, Claudia Klüppelberg m. fl.
Inbunden, 1997
1314 kr
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Both in insurance and in finance applications, questions involving extremal events (such as large insurance claims, large fluctuations in financial data, stock market shocks, risk management, ...) play an increasingly important role. This book sets out to bridge the gap between the existing theory …
Non-Life Insurance Mathematics
An Introduction with the Poisson Process
Häftad, 2009
1011 kr
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The second edition of this book contains both basic and more advanced - terial on non-life insurance mathematics. Parts I and II of the book cover the basic course of the 1rst edition; this text has changed very little. It aims at the undergraduate (bachelor) actuarial student as a 1rst …
Non-Life Insurance Mathematics
An Introduction with the Poisson Process
E-bok, 2009
1029 kr
Lägg i varukorg
The second edition of this book contains both basic and more advanced - terial on non-life insurance mathematics. Parts I and II of the book cover the basic course of the 1rst edition; this text has changed very little. It aims at the undergraduate (bachelor) actuarial student as a 1rst …
Modelling Extremal Events
for Insurance and Finance
Av Paul Embrechts, Claudia Klüppelberg m. fl.
Häftad, 2011
1314 kr
Lägg i varukorg
Both in insurance and in finance applications, questions involving extremal events (such as large insurance claims, large fluctuations in financial data, stock market shocks, risk management, ...) play an increasingly important role. This book sets out to bridge the gap between the existing theory …
Makamlar: The Modal Scales of Turkish Art Music
An Introduction to the Turkish Makam
Häftad, 2026
310 kr
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TÜRK SANAT MÜZİĞİ - The Turkish art music, one of the greatest art musics in the world. Arabs and Persians both left deep traces in this music, which, despite its homophonic characteristic, indwells no harmony in the classical sense, has achieved an impressive harmonic richness and has, with the …
ELEMENTARY STOCHASTIC CALCULUS, WITH FINANCE IN VIEW
Inbunden, 1998
797 kr
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Modelling with the Itô integral or stochastic differential equations has become increasingly important in various applied fields, including physics, biology, chemistry and finance. However, stochastic calculus is based on a deep mathematical theory.This book is suitable for the reader without a …
