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LEADER 03844cam 2200397 a 4500

001 ocm36713066;

003 OCoLC;

005 20141212131040.0;

008 970403s1998 maua bf 001 0 eng ;

010 a| 97008731;

020 a| 0817639519 (alk. paper);

020 a| 3764339519 (Basel : alk. paper);

035 a| (Sirsi) o36713066;

035 a| (OCoLC)36713066;

049 a| EREE;

050 00 a| QA274.4b| .P73 1998;

082 00 a| 519.2/42| 21;

092 a| 519.24b| P88;

245 02 a| A practical guide to heavy tails :b| statistical techniques and applications /c| Robert J. Adler, Raisa E. Feldman, Murad S. Taqqu, editors.;

300 a| xvi, 533 pages :b| illustrations ;c| 26 cm;

336 a| text2| rdacontent;

337 a| unmediated2| rdamedia;

338 a| volume2| rdacarrier;

504 a| Includes bibliographical references and index.;

505 0 a| 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 -- 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 ... [et al.] -- 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 -- 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.;

650 0 a| Gaussian distribution.=| ^A195394;

650 0 a| Gaussian processes.=| ^A61796;

700 1 a| Adler, Robert J.=| ^A173191;

700 1 a| Feldman, Raisa E.,d| 1958-=| ^A404268;

700 1 a| Taqqu, Murad S.=| ^A350294;

590 a| Little-311577--305131016765;

596 a| 1 2;

998 a| 645200;

999 a| QA274.4 .P73 1998w| LCc| 1i| 30372010225305d| 4/1/2013f| 4/1/2013g| 1l| JGESm| JOYNERr| Ys| Yt| JGESBKu| 3/3/1999x| BOOKz| JSTACKSo| .STAFF. 0;

A practical guide to heavy tails : statistical techniques and applications / Robert J. Adler, Raisa E. Feldman, Murad S. Taqqu, editors.

Other author	Adler, Robert J.
Other author	Feldman, Raisa E., 1958-
Other author	Taqqu, Murad S.
Format	Book
Publication Info	Boston : Birkhäuser, ©1998.
Description	xvi, 533 pages : illustrations ; 26 cm
Subjects	Gaussian distribution. Gaussian processes.

Contents	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 -- 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 ... [et al.] -- 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 -- 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.
Local note	Little-311577--305131016765
Bibliography note	Includes bibliographical references and index.
LCCN	97008731
ISBN	0817639519 (alk. paper)
ISBN	3764339519 (Basel : alk. paper)

A practical guide to heavy tails : statistical techniques and applications / Robert J. Adler, Raisa E. Feldman, Murad S. Taqqu, editors.

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