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Extreme Value Theory
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Submission deadline: 06/30/2015
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Scope and purposes
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The aim of this Special Issue is to publish original research articles which study and describe the latest research and developments in the area of probability and statistics, in particular concerning the subject of extreme value theory and dependence characteristics of real data sets, in particular in time series context.
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Topics of primary interest include, but are not limited to:
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• Applied probability
• Asymptotic theory
• Copula Theory
• Econometrics
• Field Theory and Polynomials
• Functional Analysis
• Fuzzy Mathematics
• Graph Theory
• Group Theory and Generalizations
• Insurance and financial mathematics
• Multivariate analysis
• Mathematical Economics and Financial Mathematics
• Numerical Analysis
• Probability Theory
• Regression Analysis Estimation Theory
• Statistical Mechanics
• Statistics
• Stochastic processes
• Time series analysis
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Important Dates
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Deadline for submission:
06/30/2015
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Deadline for
revision:
10/15/2015
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Notification of final decision:
10/30/2015
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Estimated Publication:
11/30/2015 (Tentative)
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Submission
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Abstracts addressing one or more of these themes/topics or further questions should be emailed to an editor by <06/30/2015> at maddalena.manzi@unive.it. Manuscript submissions are invited by the submission deadline. All papers will undergo a double or triple-blind peer review process.
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Guest Editors
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Maddalena ManziLecturer, Ca'Foscari University of Venice, Italy
maddalena.manzi@unive.it
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Manuscript submission deadline
06/30/2015
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Probabilistic and statistical modelling of heavy tailed data
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Submission deadline: 06/30/2015
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Scope and purposes
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The purpose of this special issue is twofold. Firstly, we would like to provide an overview of the forefront research activities in the area of heavy-tailed distributions and its applications. Secondly, we expect to provide a glimpse at future directions in probability and statistics from new applications, involving the development of new models and methods or the improvement of existing techniques, as well as essays on the future of probability, statistics and the emerging interfaces between both with other disciplines, as Finance and Physics.
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Topics of primary interest include, but are not limited to:
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• Statistical modelling of extreme values
• Lévy flights stochastic processes
• Heavy-tailed models using copulas
• Mixture of Heavy-Tailed distributions
• Statistical inference for heavy-tailed distributions
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Important Dates
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Deadline for submission:
06/30/2015
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Deadline for
revision:
10/15/2015
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Notification of final decision:
10/30/2015
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Estimated Publication:
11/30/2015 (Tentative)
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Submission
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Abstracts addressing one or more of these themes/topics or further questions should be emailed to an editor by <06/30/2015> at matsushita.unb@gmail.com. Manuscript submissions are invited by the submission deadline. All papers will undergo a double or triple-blind peer review process.
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Guest Editors
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Raul MatsushitaAssociate Professor, Department of Statistics, University of Brasilia, Brazil
matsushita.unb@gmail.com
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Manuscript submission deadline
06/30/2015
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