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Showing 1 - 2 of 2 results for “philippe soulier”
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  • Heavy-Tailed Time Series

    by Rafal Kulik, Philippe Soulier ...
    Series series Mathematics and Statistics (R0)
    This book aims to present a comprehensive, self-contained, and concise overview of extreme value theory for time series, incorporating the latest research trends alongside classical methodology. Appropriate for graduate coursework or professional reference, the book requires a background in extreme value theory for i.i.d. data and basics of time series. Following a brief review of foundational ... Read more

    $108.99 CAD

  • Markov Chains

    by Randal Douc, Eric Moulines, Pierre Priouret, Philippe Soulier ...
    Series series Mathematics and Statistics (R0)
    This book covers the classical theory of Markov chains on general state-spaces as well as many recent developments. The theoretical results are illustrated by simple examples, many of which are taken from Markov Chain Monte Carlo methods. The book is self-contained, while all the results are carefully and concisely proven. Bibliographical notes are added at the end of each chapter to provide an ... Read more

    $115.99 CAD