2 ms·
I would say go with books on (i) heavy tailed distributions and another on (ii) stable distributions. Communities that have quickly wizened up to the deficienci
by srean 10y ago
I would say go with books on (i) heavy tailed distributions and another on (ii) stable distributions. Communities that have quickly wizened up to the deficiencies of the Gaussian assumption are (a) mathematical finance (b) statistical analysis of network packets. Following that literature might also be useful.