Statistical Techniques for Heavy Tails: Practical Guide & Applications in Finance, Risk Analysis, and Data Science
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Description
Presents techniques and approaches for the statistical analysis of heavy-tailed distributions and processes, with a focus on applicability rather than theory. Emphasis is placed upon numerical problems associated with stable distributions, time series analysis and regression.
Reviews
- Verified Buyer
There are too many examples and too few theory in the book, but in general it's OK. The book is a kind of block of papers in the field of heavy tails with the emphasis on applications
