Springer Series in Operations Research and Financial Engineering
cover

Univariate Stable Distributions

Models for Heavy Tailed Data

Authors: Nolan, John P.

  • Introduces the theory, numerical algorithms, and statistical methods associated with stable distributions with an accessible, non-technical approach
  • Highlights the many practical applications of stables distributions, including in finance, statistics, engineering, physics, and more
  • Presents a number of helpful exercises, as well as links to free software to apply the models in practice
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書籍の購入

イーブック ¥7,435
価格の適用国: Japan (日本円価格は個人のお客様のみ有効) (小計)
  • イーブック版は、まもなく発売予定です。
  • 予定日: October 7, 2020
  • ISBN 978-3-030-52915-4
  • ウォーターマーク付、 DRMフリー
  • ファイル形式:
  • どの電子書籍リーダーからでもすぐにお読みいただけます。
ハードカバー ¥9,294
価格の適用国: Japan (日本円価格は個人のお客様のみ有効) (小計)
  • 予定日: October 7, 2020
  • ISBN 978-3-030-52914-7
  • 個人のお客様には、世界中どこでも配送料無料でお届けします。
  • Immediate ebook access, if available*, with your print order
この教本について

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.
Beginning with an introductory chapter that explains key ideas about stable laws, readers will be prepared for the more advanced topics that appear later. The following chapters present the theory of stable distributions, a wide range of applications, and statistical methods, with the final chapters focusing on regression, signal processing, and related distributions. Each chapter ends with a number of carefully chosen exercises. Links to free software are included as well, where readers can put these methods into practice.
Univariate Stable Distributions is ideal for advanced undergraduate or graduate students in mathematics, as well as many other fields, such as statistics, economics, engineering, physics, and more. It will also appeal to researchers in probability theory who seek an authoritative reference on stable distributions.

著者について

​John Nolan received his PhD from the University of Virginia, and has taught at the University of Zambia, Kenyon College, and American University. He also worked in a software firm, developing systems for intensive care units. His main research interests are in models for heavy tailed data and extremes.

書籍の購入

イーブック ¥7,435
価格の適用国: Japan (日本円価格は個人のお客様のみ有効) (小計)
  • イーブック版は、まもなく発売予定です。
  • 予定日: October 7, 2020
  • ISBN 978-3-030-52915-4
  • ウォーターマーク付、 DRMフリー
  • ファイル形式:
  • どの電子書籍リーダーからでもすぐにお読みいただけます。
ハードカバー ¥9,294
価格の適用国: Japan (日本円価格は個人のお客様のみ有効) (小計)
  • 予定日: October 7, 2020
  • ISBN 978-3-030-52914-7
  • 個人のお客様には、世界中どこでも配送料無料でお届けします。
  • Immediate ebook access, if available*, with your print order
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書誌情報

Bibliographic Information
Book Title
Univariate Stable Distributions
Book Subtitle
Models for Heavy Tailed Data
Authors
Series Title
Springer Series in Operations Research and Financial Engineering
Copyright
2020
Publisher
Springer International Publishing
Copyright Holder
The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland AG
イーブック ISBN
978-3-030-52915-4
DOI
10.1007/978-3-030-52915-4
ハードカバー ISBN
978-3-030-52914-7
Series ISSN
1431-8598
Edition Number
1
Number of Pages
XII, 329
Number of Illustrations
103 b/w illustrations
Topics

*immediately available upon purchase as print book shipments may be delayed due to the COVID-19 crisis. ebook access is temporary and does not include ownership of the ebook. Only valid for books with an ebook version. Springer Reference Works and instructor copies are not included.