Harvard |

Harvard

Matches in Harvard for { <http://id.lib.harvard.edu/aleph/008038021/catalog> ?p ?o. }

Showing items 1 to 31 of 31 with 100 items per page.

catalog contributor b11157051.
catalog contributor b11157052.
catalog contributor b11157053.
catalog created "c1998.".
catalog date "1998".
catalog date "c1998.".
catalog dateCopyrighted "c1998.".
catalog description "Heavy-tailed probability distributions in the World Wide Web / Mark E. Crovella, Murad S. Taqqu and Azer Bestavros -- Self-similarity and heavy tails : structural modeling of network traffic / Walter Willinger, Vern Paxson and Murad S. Taqqu -- Heavy tails in high-frequency financial data / Ulrich A. Müller, Michel M. Dacorogna and Olivier V. Pictet -- Stable paretian modeling in finance : some empirical and theoretical aspects / Stefan Mittnik, Svetlozar T. Rachev and Marc S. Paolella -- Risk management and quantile estimation / Franco Bassi, Paul Embrechts and Maria Kafetzaki -- Analysing stable time series / Robert J. Adler, Raisa E. Feldman and Colin Gallagher -- Inference for linear processes with stable noise / M. Calder and R.A. Davis -- On estimating the intensity of long-range dependence in finite and infinite variance time series / Murad S. Taqqu and Vadim Teverovsky -- Why non-linearities can ruin the heavy-tailed modeler's day / Sidney I. Resnick -- ".
catalog description "Includes bibliographical references and index.".
catalog description "Periodogram estimates from heavy-tailed data / T. Mikosch -- Bayesian inference for time series with infinite variance stable innovations / Nalini Ravishanker and Zuqiang Qiou -- Hill, bootstrap and jackknife estimators for heavy tails / Olivier V. Pictet, Michel M. Dacorogna and Ulrich A. Müller -- Characteristic function based estimation of stable distribution parameters / Stephen M. Kogon and Douglas B. Williams -- Bootstrapping signs and permutations for regression with heavy-tailed errors : a robust resampling / Raoul LePage [and others] -- Linear regression with stable disturbances / J. Huston McCulloch -- Deviation from normality in statistical signal processing : parameter estimation with alpha-stable distributions / Panagiotis Tsakalides and Chrysostomos L. Nikias --Statistical modeling and receiver design for multi-user communication networks / George A. Tsihrintzis -- Subexponential distributions / Charles M. Goldie and Claudia Klüppelberg -- ".
catalog description "Structure of stationary stable processes / Jan Rosiński -- Tail behavior of some shot noise processes / Gennady Samorodnitsky -- Numerical approximation of the symmetric stable distribution and density / J. Huston McCulloch -- Table of the maximally-skewed stable distributions / J. Huston McCulloch and Don B. Panton -- Multivariate stable distributions : approximation, estimation, simulation and identification ; Univariate stable distributions : parameterizations and software / John P. Nolan.".
catalog extent "xvi, 533 p. :".
catalog hasFormat "Practical guide to heavy tails.".
catalog identifier "0817639519 (alk. paper)".
catalog identifier "3764339519 (Basel : alk. paper)".
catalog isFormatOf "Practical guide to heavy tails.".
catalog issued "1998".
catalog issued "c1998.".
catalog language "eng".
catalog publisher "Boston : Birkhäuser,".
catalog relation "Practical guide to heavy tails.".
catalog subject "519.2/4 21".
catalog subject "Gaussian distribution.".
catalog subject "Gaussian processes.".
catalog subject "QA274.4 .P73 1998".
catalog tableOfContents "Heavy-tailed probability distributions in the World Wide Web / Mark E. Crovella, Murad S. Taqqu and Azer Bestavros -- Self-similarity and heavy tails : structural modeling of network traffic / Walter Willinger, Vern Paxson and Murad S. Taqqu -- Heavy tails in high-frequency financial data / Ulrich A. Müller, Michel M. Dacorogna and Olivier V. Pictet -- Stable paretian modeling in finance : some empirical and theoretical aspects / Stefan Mittnik, Svetlozar T. Rachev and Marc S. Paolella -- Risk management and quantile estimation / Franco Bassi, Paul Embrechts and Maria Kafetzaki -- Analysing stable time series / Robert J. Adler, Raisa E. Feldman and Colin Gallagher -- Inference for linear processes with stable noise / M. Calder and R.A. Davis -- On estimating the intensity of long-range dependence in finite and infinite variance time series / Murad S. Taqqu and Vadim Teverovsky -- Why non-linearities can ruin the heavy-tailed modeler's day / Sidney I. Resnick -- ".
catalog tableOfContents "Periodogram estimates from heavy-tailed data / T. Mikosch -- Bayesian inference for time series with infinite variance stable innovations / Nalini Ravishanker and Zuqiang Qiou -- Hill, bootstrap and jackknife estimators for heavy tails / Olivier V. Pictet, Michel M. Dacorogna and Ulrich A. Müller -- Characteristic function based estimation of stable distribution parameters / Stephen M. Kogon and Douglas B. Williams -- Bootstrapping signs and permutations for regression with heavy-tailed errors : a robust resampling / Raoul LePage [and others] -- Linear regression with stable disturbances / J. Huston McCulloch -- Deviation from normality in statistical signal processing : parameter estimation with alpha-stable distributions / Panagiotis Tsakalides and Chrysostomos L. Nikias --Statistical modeling and receiver design for multi-user communication networks / George A. Tsihrintzis -- Subexponential distributions / Charles M. Goldie and Claudia Klüppelberg -- ".
catalog tableOfContents "Structure of stationary stable processes / Jan Rosiński -- Tail behavior of some shot noise processes / Gennady Samorodnitsky -- Numerical approximation of the symmetric stable distribution and density / J. Huston McCulloch -- Table of the maximally-skewed stable distributions / J. Huston McCulloch and Don B. Panton -- Multivariate stable distributions : approximation, estimation, simulation and identification ; Univariate stable distributions : parameterizations and software / John P. Nolan.".
catalog title "A practical guide to heavy tails : statistical techniques and applications / Robert J. Adler, Raisa E. Feldman, Murad S. Taqqu, editors.".
catalog type "Aufsatzsammlung. swd".
catalog type "text".