Aguarde...

TEMPERED STABLE DISTRIBUTIONS

STOCHASTIC MODELS FOR MULTISCALE PROCESSES


de: R$ 212,76

por: 

R$ 191,49preço +cultura

em até 6x de R$ 31,92 sem juros no cartão, ver mais opções

Produto disponível em até 15min no aplicativo Kobo, após a confirmação  do pagamento!

Sinopse

This brief is concerned with tempered stable distributions and their associated Levy processes. It is a good text for researchers interested in learning about tempered stable distributions.  A tempered stable distribution is one which takes a stable distribution and modifies its tails to make them lighter. The motivation for this class comes from the fact that infinite variance stable distributions appear to provide a good fit to data in a variety of situations, but the extremely heavy tails of these models are not realistic for most real world applications. The idea of using distributions that modify the tails of stable models to make them lighter seems to have originated in the influential paper of Mantegna and Stanley (1994). Since then, these distributions have been extended and generalized in a variety of ways. They have been applied to a wide variety of areas including mathematical finance, biostatistics,computer science, and physics.

Detalhes do Produto

    • Formato:  ePub
    • Subtítulo:  STOCHASTIC MODELS FOR MULTISCALE PROCESSES
    • Origem:  IMPORTADO
    • Editora: KOBO EDITIONS
    • Coleção:  SpringerBriefs in Mathematics
    • Assunto: Ciências Exatas - Estatística
    • Idioma: INGLÊS
    • Ano de Edição: 2016
    • Ano:  2016
    • País de Produção: Canada
    • Código de Barras:  2001026343346
    • ISBN:  9783319249278

Avaliação dos Consumidores

ROLAR PARA O TOPO