Finkenstadt B., Rootzen H. (ed.) Extreme values in ?nance, telecommunications, and the environment

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размер 5.26 МБ
добавлен 30 сентября 2011 г.

Boca Raton, CRC Press LLC, 2000. - без пагинации, 8 файлов в архиве.

Сборник материалов международного семинара по статистике. Представлены доклады "Экстремальные значения и их применение в охране окружающей среды, страховании и финансах", "Применение экстремальных моделей на практике и ошибки в их применении", "Риск-менеджмент с использованием теории экстремальных значений", "Экстремальные значения в экономике и экономика экстремальных значений", "Моделирование зависимости и эффекта длинных хвостов в экономических временных рядах", "Моделирование сетей передачи данных", "Многомерные экстремальные значения".
Для научных работников и аспирантов в области теории вероятностей, математической статистики и их приложений.

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