Resnick, Sidney I. Heavy-tail phenomena. Probabilistic and statistical modeling. (English) Zbl 1152.62029 Springer Series in Operations Research and Financial Engineering. New York, NY: Springer (ISBN 0-387-24272-4/hbk). xix, 404 p. (2007). Reviewer: Yuehua Wu (Toronto) MSC: 62G32 62-02 62Pxx 62-01 PDFBibTeX XMLCite \textit{S. I. Resnick}, Heavy-tail phenomena. Probabilistic and statistical modeling. New York, NY: Springer (2007; Zbl 1152.62029) Full Text: DOI
Hannan, E. J. (ed.); Krishnaiah, P. R. (ed.); Rao, M. M. (ed.) [Deistler, M.; Fuller, W. A.; Tiao, G. C.; Martin, R. D.; Yohai, V. J.; Jones, R. H.; Ljung, L.; Young, P.; Cameron, M. A.; Thomson, P. J.; Nicholls, D. F.; Pagan, A. R.; Shibata, R.; Rao, M. M.; Bhagaran, C. S. K.; Chang, D. K.; Cambanis, S.; de Souza, P.; Theil, H.; Fiebig, D. G.; Ozaki, T.] Time series in the time domain. (English) Zbl 0578.62074 Handbook of Statistics, Vol. 5. Amsterdam - New York - Oxford: North- Holland. XIV, 490 p. $ 96.00; Dfl. 275.00 (1985). Reviewer: P.Stoica MSC: 62M10 62-02 93E12 PDFBibTeX XML