Rafal Kulik's Books

Heavy-Tailed Time Series

By: Rafal Kulik,Philippe Soulier

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This book aims to present a comprehensive, self-contained, and concise overview of extreme value theory for time series, incorporating the latest research trends alongside classical methodology. Appropriate for graduate coursework or professional reference, the book requires a background in extreme value theory for i.i.d. data and basics of time series. Following a brief review of foundational concepts, it progresses linearly through topics in limit theorems and time series models while including historical insights at each chapter’s conclusion. Additionally, the book incorporates complete proofs and exercises with solutions as well as substantive reference lists and appendices, featuring a novel commentary on the theory of vague convergence.

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Page Count

677

Publisher

Springer Nature

Published Date

ISBN 10

1071607375

ISBN 13

9781071607374

Long-Memory Processes

Probabilistic Properties and Statistical Methods

By: Jan Beran,Yuanhua Feng,Sucharita Ghosh,Rafal Kulik

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Long-Memory Processes

Probabilistic Properties and Statistical Methods

By: Jan Beran,Yuanhua Feng,Sucharita Ghosh,Rafal Kulik

Long-memory processes are known to play an important part in many areas of science and technology, including physics, geophysics, hydrology, telecommunications, economics, finance, climatology, and network engineering. In the last 20 years enormous progress has been made in understanding the probabilistic foundations and statistical principles of such processes. This book provides a timely and comprehensive review, including a thorough discussion of mathematical and probabilistic foundations and statistical methods, emphasizing their practical motivation and mathematical justification. Proofs of the main theorems are provided and data examples illustrate practical aspects. This book will be a valuable resource for researchers and graduate students in statistics, mathematics, econometrics and other quantitative areas, as well as for practitioners and applied researchers who need to analyze data in which long memory, power laws, self-similar scaling or fractal properties are relevant.

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Page Count

892

Publisher

Springer Science & Business Media

Published Date

ISBN 10

3642355129

ISBN 13

9783642355127

Long-Memory Processes

Probabilistic Properties and Statistical Methods

By: Jan Beran,Yuanhua Feng,Sucharita Ghosh,Rafal Kulik

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Long-Memory Processes

Probabilistic Properties and Statistical Methods

By: Jan Beran,Yuanhua Feng,Sucharita Ghosh,Rafal Kulik

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N/A

Write a review

Solve jigsaw puzzle

Age

Page Count

892

Publisher

Springer Science & Business Media

Published Date

ISBN 10

3642355129

ISBN 13

9783642355127

Heavy-Tailed Time Series

By: Rafal Kulik,Philippe Soulier

Write a review Read reviews Take a Quiz Solve Book Puzzle

Heavy-Tailed Time Series

By: Rafal Kulik,Philippe Soulier

Average ratings

N/A

Write a review

Solve jigsaw puzzle

Age

Page Count

677

Publisher

Springer Nature

Published Date

ISBN 10

1071607375

ISBN 13

9781071607374

Book's by Rafal Kulik

Heavy-Tailed Time Series

Heavy-Tailed Time Series

Long-Memory Processes

Long-Memory Processes

Long-Memory Processes

Long-Memory Processes

Heavy-Tailed Time Series

Heavy-Tailed Time Series

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