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Filtering with heavy tails

A. C. Harvey

Publication Data

Title Filtering with heavy tails
Author A. C. Harvey
Contributors Alessandra Luati, Alessandra Luati
Publisher University of Cambridge, Faculty of Economics
Publication date 2012
Publication location Cambridge
Language English

Topics

Gaussian distribution

Catalogue Data

OBNB ID GBB5D2137
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 330.0151924

ISBD

P1053 33 pages
P1042 Includes bibliographical references and index.

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Filtering with heavy tails by A. C. Harvey. Published by University of Cambridge, Faculty of Economics in 2012. Publication and catalogue information, links to buy online and reader comments.

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