Coverart for item
The Resource Tempered stable distributions : stochastic models for multiscale processes, Michael Grabchak

Tempered stable distributions : stochastic models for multiscale processes, Michael Grabchak

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
Creator
Author
Subject
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
Member of
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
Instantiates
Publication
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
Publication
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

Library Locations

Processing Feedback ...