An Introduction to Statistical Modeling of Extreme Values ebook
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An Introduction to Statistical Modeling of Extreme Values. Coles S.
An.Introduction.to.Statistical.Modeling.of.Extreme.Values.pdf
ISBN: 1852334592,9781852334598 | 221 pages | 6 Mb
An Introduction to Statistical Modeling of Extreme Values Coles S.
Publisher: Springer
(2001); Introduction to Statistical Modelling of Extreme Values, Springer. Journal of the Royal Statistical Society, B, 30, 248-275. Title = {Extreme Values, Regular Variation, and Point Processes}, year = 1987, publisher = {Springer}, address = {New York, Berlin} } @book{coles, author = {S.G. An Introduction to Statistical Modeling of Extreme Values. Embrechts, P., Klueppelberg, C., Mikosch, T. A general definition of residuals. The original community for quantitative finance. Extreme value statistics, even in applications, are generally based on asymptotic results. Exclusive premium quant, quantitative related content, active forums and jobs board. (1997); Modelling Extremal Events, Springer. Fereira (2006) Extreme Value Theory. Coles (2001) An Introduction to Statistical Modeling of Extreme Values.