[Handbook of Statistics] Time Series Analysis: Methods and Applications Volume 30 || Lévy-Driven Time Series Models for Financial Data

✍ Scribed by Brockwell, Peter

• Book ID: 120592097
• Publisher: Elsevier
• Year: 2012
• Tongue: English
• Weight: 250 KB
• Edition: 4
• Category: Article
• ISBN: 0444538585
• ISSN: 0169-7161
• DOI: 10.1016/B978-0-444-53858-1.00019-3

✦ Synopsis

The field of statistics not only affects all areas of scientific activity, but also many other matters such as public policy. It is branching rapidly into so many different subjects that a series of handbooks is the only way of comprehensively presenting the various aspects of statistical methodology, applications, and recent developments. The Handbook of Statistics is a series of self-contained reference books. Each volume is devoted to a particular topic in statistics, with Volume 30 dealing with time series. The series is addressed to the entire community of statisticians and scientists in various disciplines who use statistical methodology in their work. At the same time, special emphasis is placed on applications-oriented techniques, with the applied statistician in mind as the primary audience.

• Comprehensively presents the various aspects of statistical methodology
• Discusses a wide variety of diverse applications and recent developments
• Contributors are internationally renowened experts in their respective areas