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| A Practical Guide to Heavy Tails. Statistical Techniques and Applications | Buy a book...
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| Author(s): | R. J. Adler, R. E. Feldman & M. S. Taqqu (Eds) |
| Publisher: | Birkhäuser |
| ISBN: | 0 8176 3951 9 |
| Format: | softback |
| 535pp | |
| Price: | sFr128 |
| Review Date: | 23 May 2000 |
| Review: | This book is a unique collection of essays that is concenred primarily with a large number of techniques and approaches for data analysis. The expository papers are intended for a wide audience from different disciplines. This, the papers run the gamut of applications of heavy-tailed modeling, e.g. telecommunications, the Web, insurance, finance. Along with specific applications are several papers devoted to time series analysis, regression, classical signal/noise detection problems, and the general structure of stable processes, viewed from a modeling standpoint. Considerable emphasis is placed on devlopments in handling the numerical problems associated with stable distributions, that, until recently, have been one of the main technical difficulties in working in the heavy-tailed setting. |