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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...
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Lenguaje: | eng |
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Springer
2021
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Acceso en línea: | https://dx.doi.org/10.1007/978-3-030-64250-1 http://cds.cern.ch/record/2763352 |