Call Us 080-41656200 (Mon-Sat: 10AM-8PM)
Free Shipping above Rs. 1499
Cash On Delivery*

Mathematical Statistics


Marketed By :  LAP LAMBERT Academic Publishing   Sold By :  Kamal Books International  
Delivery in :  10-12 Business Days


Check Your Delivery Options

Rs. 2,675

Availability: In stock

  • Product Description

Financial data have, among others, a particular feature: large values of such series cluster, we are concerned with estimation of clustering probabilities for univariate heavy tailed time series. We describe regular variation as a tool to model heavy tails. We summarize some results on the central limit theorem (CLT) and tightness of stochastic processes. These tools are needed to prove asymptotic normality of our estimator. We employ functional convergence of a bivariate tail empirical process,regular variation property and Lindeberg’s CLT and the α−mixing property with geometric rates to conclude asymptotic normality of an estimator of the clustering probabilities. Theoretical results are illustrated by simulation studies.

Product Specifications
SKU :COC55002
AuthorHerve Dimy Anguima Ibondzi and Rafal Kulik
Number of Pages60
Publishing Year2014-05-29T00:00:00.000
Edition1 st
Book TypeStochastics
Country of ManufactureIndia
Product BrandLAP LAMBERT Academic Publishing
Product Packaging InfoBox
In The Box1 Piece
Product First Available On ClickOnCare.com2015-06-08 00:00:00