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extreme statistics for time series

Antônio Delfim Netto 1928-; T. W Burkhardt; G Gyorgy; N. R Moloney Others

Localização: FEA - Fac. Econ. Adm. Contab. e Atuária ACERVO DELFIM NETTO (B25.18.45 )(Acessar)

Título:
extreme statistics for time series
Autor: Antônio Delfim Netto 1928-; T. W Burkhardt; G Gyorgy; N. R Moloney Others
Assuntos: ECONOMIA
Descrição: A non-sausian approach to risk measures A variational principle for the parato power law Disasters as extreme events and the importance of networks for disaster response management Extreme statistics for time series: distribution of the maximum relative to the initial value Extreme value problems in random matrix theoory and other disordered systems Failures and avalanches in complex networks From short to fat tails in financial markets: a unified description Heavy-tailed distribution of cyber-risks Precursors and prediction of catastrophic avalanches Precursors of extreme increments The origins of bursts and heavy tails in human dynamics: reply to comment The origins of bursts and heavy tails in human dynamics When are extreme events the better predictable, the larger they are?
Editor: S.l. s.n
Data de criação/publicação: 19--
Formato: 1 v.
Idioma: Português

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