Contemporary extreme value methods: inference, computation, and forecasting
Auteur :
Ardakani, Omid M.
Éditeur :
Springer Nature Switzerland AG
ISBN :
9783032249142
Date de publication :
7 sept. 2026
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
The fourth part formalizes causal inference under regularly varying noise, develops tail-adaptive machine learning for extreme quantile estimation, and applies quantum density matrices and quantum copulas to systemic risk detection.All theoretical results include complete proofs.