Heavy-Tailed Time Series

Know about the book -

Heavy-Tailed Time Series is written by Rafal Kulik and published by Springer Nature. It's available with International Standard Book Number or ISBN identification 1071607375 (ISBN 10) and 9781071607374 (ISBN 13).

This book aims to present a comprehensive, self-contained, and concise overview of extreme value theory for time series, incorporating the latest research trends alongside classical methodology. Appropriate for graduate coursework or professional reference, the book requires a background in extreme value theory for i.i.d. data and basics of time series. Following a brief review of foundational concepts, it progresses linearly through topics in limit theorems and time series models while including historical insights at each chapter’s conclusion. Additionally, the book incorporates complete proofs and exercises with solutions as well as substantive reference lists and appendices, featuring a novel commentary on the theory of vague convergence.