Stable distributions and their applications

• Thesis title in Czech: Stabilní rozdělení a jejich aplikace
• Thesis title in English: Stable distributions and their applications
• Key words: rozdělení s těžkými chvosty, exponenciální chvosty, pre-limitní věty, financňí ukazatele, odlehlá pozorování, stabilní rozdělení
• English key words: heavy tailed distributions, exponential tails, pre-limit theorems, financial indexes, outliers, stable laws
• Academic year of topic announcement: 2014/2015
• Thesis type: diploma thesis
• Thesis language: angličtina
• Department: Department of Probability and Mathematical Statistics (32-KPMS)
• Supervisor: prof. Lev Klebanov, DrSc.
• Author: hidden - assigned and confirmed by the Study Dept.
• Date of registration: 13.12.2014
• Date of assignment: 15.02.2015
• Confirmed by Study dept. on: 01.04.2015
• Date and time of defence: 07.09.2016 00:00
• Date of electronic submission: 28.07.2016
• Date of submission of printed version: 28.07.2016
• Date of proceeded defence: 07.09.2016
• Opponents: prof. RNDr. Viktor Beneš, DrSc.

Guidelines

Naučit se metody spojené s využitím stabilních rozdělení a použitím v ekonometrii.

References

Lev B Klebanov Heavy tailed distributions, Matfyz, 2003; Lev Klebanov, Tomasz J. Kozubowski, Svetlozar T. Rachev Ill-posed problems in Probability and Stability of Random Sums, Nova,2006.