The Resource Tempered stable distributions : stochastic models for multiscale processes, Michael Grabchak
Tempered stable distributions : stochastic models for multiscale processes, Michael Grabchak
Resource Information
The item Tempered stable distributions : stochastic models for multiscale processes, Michael Grabchak represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Liverpool.This item is available to borrow from 1 library branch.
Resource Information
The item Tempered stable distributions : stochastic models for multiscale processes, Michael Grabchak represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Liverpool.
This item is available to borrow from 1 library branch.
- Summary
- This brief is concerned with tempered stable distributions and their associated Levy processes. It is a good text for researchers interested in learning about tempered stable distributions.℗l A tempered stable distribution is one which takes a stable distribution and modifies its tails to make them lighter. The motivation for this class comes from the fact that infinite variance stable distributions appear to provide a good fit to data in a variety of situations, but the extremely heavy tails of these models are not realistic for most real world applications. The idea of using distributions that modify the tails of stable models to make them lighter seems to have originated in the influential paper of Mantegna and Stanley (1994). Since then, these distributions have been extended and generalized in a variety of ways. They have been applied to a wide variety of areas including mathematical finance, biostatistics,computer science, and physics
- Language
- eng
- Extent
- 1 online resource.
- Contents
-
- Introduction
- Preliminaries
- Tempered Stable Distributions.- Limit Theorems for Tempered Stable Distributions.- Multiscale Properties of Tempered Stable Levy Processes
- Parametric Classes
- Applications
- Epilogue
- References
- Isbn
- 9783319249278
- Label
- Tempered stable distributions : stochastic models for multiscale processes
- Title
- Tempered stable distributions
- Title remainder
- stochastic models for multiscale processes
- Statement of responsibility
- Michael Grabchak
- Language
- eng
- Summary
- This brief is concerned with tempered stable distributions and their associated Levy processes. It is a good text for researchers interested in learning about tempered stable distributions.℗l A tempered stable distribution is one which takes a stable distribution and modifies its tails to make them lighter. The motivation for this class comes from the fact that infinite variance stable distributions appear to provide a good fit to data in a variety of situations, but the extremely heavy tails of these models are not realistic for most real world applications. The idea of using distributions that modify the tails of stable models to make them lighter seems to have originated in the influential paper of Mantegna and Stanley (1994). Since then, these distributions have been extended and generalized in a variety of ways. They have been applied to a wide variety of areas including mathematical finance, biostatistics,computer science, and physics
- Cataloging source
- N$T
- http://library.link/vocab/creatorName
- Grabchak, Michael
- Dewey number
- 519.2/4
- Index
- index present
- LC call number
- QA273.6
- Literary form
- non fiction
- Nature of contents
-
- dictionaries
- bibliography
- Series statement
-
- SpringerBriefs in mathematics
- SpringerBriefs in mathematics
- http://library.link/vocab/subjectName
-
- Distribution (Probability theory)
- Stochastic models
- Lévy processes
- Finance
- Label
- Tempered stable distributions : stochastic models for multiscale processes, Michael Grabchak
- Antecedent source
- unknown
- Bibliography note
- Includes bibliographical references and index
- Carrier category
- online resource
- Carrier category code
-
- cr
- Carrier MARC source
- rdacarrier
- Color
- multicolored
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent
- Contents
- Introduction -- Preliminaries -- Tempered Stable Distributions.- Limit Theorems for Tempered Stable Distributions.- Multiscale Properties of Tempered Stable Levy Processes -- Parametric Classes -- Applications -- Epilogue -- References
- Control code
- SPR936176793
- Dimensions
- unknown
- Extent
- 1 online resource.
- File format
- unknown
- Form of item
- online
- Isbn
- 9783319249278
- Level of compression
- unknown
- Media category
- computer
- Media MARC source
- rdamedia
- Media type code
-
- c
- Other control number
- 10.1007/978-3-319-24927-8
- Quality assurance targets
- not applicable
- Reformatting quality
- unknown
- Sound
- unknown sound
- Specific material designation
- remote
- Label
- Tempered stable distributions : stochastic models for multiscale processes, Michael Grabchak
- Antecedent source
- unknown
- Bibliography note
- Includes bibliographical references and index
- Carrier category
- online resource
- Carrier category code
-
- cr
- Carrier MARC source
- rdacarrier
- Color
- multicolored
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent
- Contents
- Introduction -- Preliminaries -- Tempered Stable Distributions.- Limit Theorems for Tempered Stable Distributions.- Multiscale Properties of Tempered Stable Levy Processes -- Parametric Classes -- Applications -- Epilogue -- References
- Control code
- SPR936176793
- Dimensions
- unknown
- Extent
- 1 online resource.
- File format
- unknown
- Form of item
- online
- Isbn
- 9783319249278
- Level of compression
- unknown
- Media category
- computer
- Media MARC source
- rdamedia
- Media type code
-
- c
- Other control number
- 10.1007/978-3-319-24927-8
- Quality assurance targets
- not applicable
- Reformatting quality
- unknown
- Sound
- unknown sound
- Specific material designation
- remote
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.liverpool.ac.uk/portal/Tempered-stable-distributions--stochastic-models/ojFgDscHREo/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.liverpool.ac.uk/portal/Tempered-stable-distributions--stochastic-models/ojFgDscHREo/">Tempered stable distributions : stochastic models for multiscale processes, Michael Grabchak</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.liverpool.ac.uk/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.liverpool.ac.uk/">University of Liverpool</a></span></span></span></span></div>
