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Univariate Stable Distributions: Models for Heavy Tailed Data

Univariate Stable Distributions: Models for Heavy Tailed Data

Paperback

Series: Springer Operations Research and Financial Engineering

General MathematicsProbability & Statistics

Currently unavailable to order

ISBN10: 3030529177
ISBN13: 9783030529178
Publisher: Springer
Published: Sep 14 2021
Pages: 333
Language: English
This textbook highlights the many practical uses of stable distributions, exploring the theory, numerical algorithms, and statistical methods used to work with stable laws. Because of the author's accessible and comprehensive approach, readers will be able to understand and use these methods. Both mathematicians and non-mathematicians will find this a valuable resource for more accurately modelling and predicting large values in a number of real-world scenarios.

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Probability & Statistics