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Extreme Value Theory: An Introduction (Springer Series in Operations Research and Financial Engineering)

Author Laurens de Haan, Ana Ferreira
Publisher Springer
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Book Details
PublisherSpringer
ISBN / ASIN144192020X
ISBN-139781441920201
AvailabilityUsually ships in 24 hours
Sales Rank2,682,591
MarketplaceUnited States 🇺🇸

Description

Focuses on theoretical results along with applications

All the main topics covering the heart of the subject are introduced to the reader in a systematic fashion

Concentration is on the probabilistic and statistical aspects of extreme values

Excellent introduction to extreme value theory at the graduate level, requiring only some mathematical maturity