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Inference for Heavy-Tailed Data

Liang Peng and Yongcheng Qi
Publisher: 
Academic Press
Publication Date: 
2017
Number of Pages: 
170
Format: 
Paperback
Price: 
99.95
ISBN: 
9780128046760
Category: 
Monograph
We do not plan to review this book.

1. Independent Data: bias-corrected estimators, interval estimation, hypothesis tests, choice of sample fraction
2. Dependent Data: inference for mixing data, ARMA models, GARCH(1,1) models
3. Multivariate Regular Variation: Recent research on hidden regular variation, functional time series.
4. Applications: a tool-box in R will be applied to analyse data sets in insurance and finance