| Description |
xvi, 533 p. : ill. ; 26 cm. |
| Bibliography |
Includes bibliographical references and index. |
| 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. Muller, 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. Muller -- 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 Kluppelberg -- Structure of stationary stable processes / Jan Rosinski -- 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. |
| Subject |
Gaussian distribution.
|
|
Gaussian processes.
|
| Added Author |
Adler, Robert J.
|
|
Feldman, Raisa E., 1958-
|
|
Taqqu, Murad S.
|
| ISBN |
0817639519 (alk. paper) |
|
3764339519 (Basel : alk. paper) |
|
