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Tempered Stable Distributions Stochastic Models for Multiscale Processes /
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. A tempered stable distribution is one which takes a stable distribution and modifies its tails to make them li...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cham :
Springer International Publishing : Imprint: Springer,
2016.
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| Edición: | 1st ed. 2016. |
| Colección: | SpringerBriefs in Mathematics,
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| Temas: | |
| Acceso en línea: | Texto Completo |
Tabla de Contenidos:
- Introduction
- Preliminaries
- Tempered Stable Distributions
- Limit Theorems for Tempered Stable Distributions
- Multiscale Properties of Tempered Stable Levy Processes
- Parametric Classes
- Applications
- Epilogue
- References.