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Tempered Stable Distributions: Stochastic Models for Multiscale Processes (SpringerBriefs in Mathematics) - Softcover
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Synopsis
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.
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Review
“This is a very nicely written book on tempered stable distributions. The exposition is careful and very readable. ... The book will be a very helpful source for researchers working in the area of tempered stable distributions and for all that want to apply them.” (Alexander Lindner, zbMATH 1361.60003, 2017)
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Tempered Stable Distributions (eng)
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Tempered Stable Distributions
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 132 pp. Englisch. Seller Inventory # 9783319249254
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Tempered Stable Distributions 2015: Stochastic Models for Multiscale Processes (Springerbriefs in Mathematics)
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Tempered Stable Distributions 2015: Stochastic Models for Multiscale Processes (Springerbriefs in Mathematics)
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Tempered Stable Distributions 2015: Stochastic Models for Multiscale Processes (Springerbriefs in Mathematics)
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Tempered Stable Distributions : Stochastic Models for Multiscale Processes
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Taschenbuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 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. Seller Inventory # 9783319249254
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Tempered Stable Distributions
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Provides a thorough survey of tempered stable distributions and their associate Levy processesSelf-contained discussion and overview makes it perfect for researchers interested in learning about tempered stable distributionsMany n. Seller Inventory # 66551378
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Tempered Stable Distributions: Stochastic Models for Multiscale Processes
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Tempered Stable Distributions
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Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -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.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 132 pp. Englisch. Seller Inventory # 9783319249254
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Tempered Stable Distributions | Stochastic Models for Multiscale Processes
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Taschenbuch. Condition: Neu. Tempered Stable Distributions | Stochastic Models for Multiscale Processes | Michael Grabchak | Taschenbuch | SpringerBriefs in Mathematics | xii | Englisch | 2016 | Springer | EAN 9783319249254 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. Seller Inventory # 104253086
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