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This revised and expanded second edition is an in-depth study of the change point problem from a general point of view, as well as a further examination of change point analysis of the most commonly used statistical models. Change point problems are encountered in such disciplines as economics,...
This volume contains a selection of papers presented during the biennial meeting of the CLAssification and Data Analysis Group (CLADAG) of the Societa Italiana di Statistica which was orga nized by the Istituto di Statistica of the Universita degli Studi di Palermo and held in the Palazzo Steri in P...
This volume contains a selection of papers presented during the biennial meeting of the CLAssification and Data Analysis Group (CLADAG) of the Societa Italiana di Statistica which was orga nized by the Istituto di Statistica of the Universita degli Studi di Palermo and held in the Palazzo Steri in P...
By studying the ability of the Normal Tempered Stable (NTS) model to fit the
statistical features of intraday data at a 5 min sampling frequency, Florian Jacobs extends the research on high frequency data as well as the appliance of tempered stable models. He examines the DAX30 returns using ARMA-GA...
This revised and expanded second edition is an in-depth study of the change point problem from a general point of view, as well as a further examination of change point analysis of the most commonly used statistical models. Change point problems are encountered in such disciplines as economics,...
By studying the ability of the Normal Tempered Stable (NTS) model to fit the
statistical features of intraday data at a 5 min sampling frequency, Florian Jacobs extends the research on high frequency data as well as the appliance of tempered stable models. He examines the DAX30 returns using ARMA-GA...
Hydrological extremes have become a major concern because of their devastating consequences and their increased risk as a result of climate change and the growing concentration of people and infrastructure in high-risk zones. The analysis of hydrological extremes is challenging due to their rarity a...