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The Fascination of Probability, Statistics and their Applications

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Cover of 'The Fascination of Probability, Statistics and their Applications'

Table of Contents

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    Book Overview
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    Chapter 1 On the Size Distribution of Sand
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    Chapter 2 From Wind-Blown Sand to Turbulence and Back
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    Chapter 3 Modelling Turbulent Time Series by BSS -Processes
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    Chapter 4 Associated Natural Exponential Families and Elliptic Functions
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    Chapter 5 Cumulants and Bartlett Identities in Cox Regression
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    Chapter 6 Exchangeability and Infinite Divisibility
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    Chapter 7 Lévy Copulas: Review of Recent Results
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    Chapter 8 Weak Stationarity of Ornstein-Uhlenbeck Processes with Stochastic Speed of Mean Reversion
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    Chapter 9 Continuity of Local Time: An Applied Perspective
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    Chapter 10 Simulation of Stochastic Volterra Equations Driven by Space–Time Lévy Noise
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    Chapter 11 On the Process of the Eigenvalues of a Hermitian Lévy process
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    Chapter 12 Likelihood Inference for Exponential-Trawl Processes
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    Chapter 13 The Different Asymptotic Regimes of Nearly Unstable Autoregressive Processes
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    Chapter 14 Generalised Partial Autocorrelations and the Mutual Information Between Past and Future
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    Chapter 15 Efficient Estimation of Integrated Volatility in Presence of Infinite Variation Jumps with Multiple Activity Indices
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    Chapter 16 Model Selection for Volatility Prediction
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    Chapter 17 A Markov Chain Estimator of Multivariate Volatility from High Frequency Data
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    Chapter 18 Dependence Uncertainty for Aggregate Risk: Examples and Simple Bounds
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    Chapter 19 A Beaufort Scale of Predictability
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    Chapter 20 A Stochastic HJB Equation for Optimal Control of Forward-Backward SDEs
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    Chapter 21 CoCos with Extension Risk. A Structural Approach
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    Chapter 22 Hedging Under Worst-Case-Scenario in a Market Driven by Time-Changed Lévy Noises
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    Chapter 23 Markov Renewal Methods in Restart Problems in Complex Systems
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Title
The Fascination of Probability, Statistics and their Applications
Published by
Springer International Publishing, January 2016
DOI 10.1007/978-3-319-25826-3
ISBNs
978-3-31-925824-9, 978-3-31-925826-3
Editors

Mark Podolskij, Robert Stelzer, Steen Thorbjørnsen, Almut E. D. Veraart

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X Demographics

The data shown below were collected from the profiles of 3 X users who shared this research output. Click here to find out more about how the information was compiled.
Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 7 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Unknown 7 100%

Demographic breakdown

Readers by professional status Count As %
Student > Ph. D. Student 3 43%
Professor 1 14%
Professor > Associate Professor 1 14%
Student > Bachelor 1 14%
Unknown 1 14%
Readers by discipline Count As %
Economics, Econometrics and Finance 3 43%
Mathematics 2 29%
Engineering 1 14%
Unknown 1 14%