Extreme Value Theory: An Introduction (Springer Series in Operations Research and Financial Engineering)
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Book Details
Author(s)
Laurens de Haan, Ana Ferreira
Publisher
Springer
ISBN / ASIN
144192020X
ISBN-13
9781441920201
Marketplace
France 🇫🇷
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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
