Cargando…

Counting statistics for dependent random events: with a focus on finance

This book on counting statistics presents a novel copula-based approach to counting dependent random events. It combines clustering, combinatorics-based algorithms and dependence structure in order to tackle and simplify complex problems, without disregarding the hierarchy of or interconnections bet...

Descripción completa

Detalles Bibliográficos
Autores principales: Bernardi, Enrico, Romagnoli, Silvia
Lenguaje:eng
Publicado: Springer 2021
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-3-030-64250-1
http://cds.cern.ch/record/2763352