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Teorija ekstremnih vrednosti : delo diplomskega seminarja
ID Čepon, Petra (Author), ID Košir, Tomaž (Mentor) More about this mentor... This link opens in a new window

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MD5: CE122CD3B93824E9336837F0685DA342
PID: 20.500.12556/rul/70c2035e-4f48-49b7-836a-415dbdb46ae9

Language:Slovenian
Keywords:finančna matematika, teorija ekstremnih vrednosti, centralni limitni izrek, porazdelitev težkega repa, Fisher-Tippettov izrek, vrh nad mejo
Work type:Final seminar paper
Typology:2.11 - Undergraduate Thesis
Organization:FMF - Faculty of Mathematics and Physics
Place of publishing:Ljubljana
Publisher:[P. Čepon]
Year:2011
Number of pages:34 str.
PID:20.500.12556/RUL-96829 This link opens in a new window
UDC:519.2
COBISS.SI-ID:16403289 This link opens in a new window
Publication date in RUL:16.10.2017
Views:1371
Downloads:404
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Secondary language

Language:English
Keywords:mathematics, extreme value theory, central limit theorem, heavy-tailed distribution, Fisher-Tippett theorem, peak over treshold

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