
A Practical Guide to Heavy Tails
Statistical Techniques and Applications
Herausgegeben: Adler, Robert; Feldman, Raya; Taqqu, Murad
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This volume contains a unique collection of mathematical essays that resent a battery of techniques and approaches for the statistical analysis of heavy tailed distributions and processes. The articles cover a number of applications of heavy tailed modeling, running the gamut from insurance and finance, to telecommunications and the World Wide Web, and classical signal/noise detection problems.