語系:
繁體中文
English
說明(常見問題)
登入
回首頁
切換:
標籤
|
MARC模式
|
ISBD
Tempered Stable Distributions = Stoc...
~
Grabchak, Michael.
Tempered Stable Distributions = Stochastic Models for Multiscale Processes /
紀錄類型:
書目-語言資料,印刷品 : Monograph/item
正題名/作者:
Tempered Stable Distributions/ by Michael Grabchak.
其他題名:
Stochastic Models for Multiscale Processes /
作者:
Grabchak, Michael.
面頁冊數:
XII, 118 p.online resource. :
Contained By:
Springer Nature eBook
標題:
Probabilities. -
電子資源:
https://doi.org/10.1007/978-3-319-24927-8
ISBN:
9783319249278
Tempered Stable Distributions = Stochastic Models for Multiscale Processes /
Grabchak, Michael.
Tempered Stable Distributions
Stochastic Models for Multiscale Processes /[electronic resource] :by Michael Grabchak. - 1st ed. 2016. - XII, 118 p.online resource. - SpringerBriefs in Mathematics,2191-8198. - SpringerBriefs in Mathematics,.
Introduction -- Preliminaries -- Tempered Stable Distributions -- Limit Theorems for Tempered Stable Distributions -- Multiscale Properties of Tempered Stable Levy Processes -- Parametric Classes -- Applications -- Epilogue -- References.
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.
ISBN: 9783319249278
Standard No.: 10.1007/978-3-319-24927-8doiSubjects--Topical Terms:
527847
Probabilities.
LC Class. No.: QA273.A1-274.9
Dewey Class. No.: 519.2
Tempered Stable Distributions = Stochastic Models for Multiscale Processes /
LDR
:02617nam a22004215i 4500
001
980592
003
DE-He213
005
20200704165036.0
007
cr nn 008mamaa
008
201211s2016 gw | s |||| 0|eng d
020
$a
9783319249278
$9
978-3-319-24927-8
024
7
$a
10.1007/978-3-319-24927-8
$2
doi
035
$a
978-3-319-24927-8
050
4
$a
QA273.A1-274.9
050
4
$a
QA274-274.9
072
7
$a
PBT
$2
bicssc
072
7
$a
MAT029000
$2
bisacsh
072
7
$a
PBT
$2
thema
072
7
$a
PBWL
$2
thema
082
0 4
$a
519.2
$2
23
100
1
$a
Grabchak, Michael.
$4
aut
$4
http://id.loc.gov/vocabulary/relators/aut
$3
1070659
245
1 0
$a
Tempered Stable Distributions
$h
[electronic resource] :
$b
Stochastic Models for Multiscale Processes /
$c
by Michael Grabchak.
250
$a
1st ed. 2016.
264
1
$a
Cham :
$b
Springer International Publishing :
$b
Imprint: Springer,
$c
2016.
300
$a
XII, 118 p.
$b
online resource.
336
$a
text
$b
txt
$2
rdacontent
337
$a
computer
$b
c
$2
rdamedia
338
$a
online resource
$b
cr
$2
rdacarrier
347
$a
text file
$b
PDF
$2
rda
490
1
$a
SpringerBriefs in Mathematics,
$x
2191-8198
505
0
$a
Introduction -- Preliminaries -- Tempered Stable Distributions -- Limit Theorems for Tempered Stable Distributions -- Multiscale Properties of Tempered Stable Levy Processes -- Parametric Classes -- Applications -- Epilogue -- References.
520
$a
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.
650
0
$a
Probabilities.
$3
527847
650
0
$a
Economics, Mathematical .
$3
1253712
650
1 4
$a
Probability Theory and Stochastic Processes.
$3
593945
650
2 4
$a
Quantitative Finance.
$3
669372
710
2
$a
SpringerLink (Online service)
$3
593884
773
0
$t
Springer Nature eBook
776
0 8
$i
Printed edition:
$z
9783319249254
776
0 8
$i
Printed edition:
$z
9783319249261
830
0
$a
SpringerBriefs in Mathematics,
$x
2191-8198
$3
1255329
856
4 0
$u
https://doi.org/10.1007/978-3-319-24927-8
912
$a
ZDB-2-SMA
912
$a
ZDB-2-SXMS
950
$a
Mathematics and Statistics (SpringerNature-11649)
950
$a
Mathematics and Statistics (R0) (SpringerNature-43713)
筆 0 讀者評論
多媒體
評論
新增評論
分享你的心得
Export
取書館別
處理中
...
變更密碼[密碼必須為2種組合(英文和數字)及長度為10碼以上]
登入