Univariate Stable Distributions Models for Heavy Tailed Data

“The book is a much-welcomed addition to the literature on stable laws and should signifcantly contribute to the further popularization of these laws among practitioners. It is rigorously written without much loss of accessibility to a less technically oriented reader. … The text should be on the bookshelf of any researcher-practitioner or probabilist who is interested in the phenomena characterized by heavy tails.” (Krzysztof Podgorski, Mathematical Reviews, April, 2022)

“This book is an excellent reference for researchers and practitioners looking to make use of both the rich theory and applicability offered by stable distributions. The text is clear and accessible throughout, including all the necessary mathematical and statistical details to make it both a thorough and practical work on univariate modelling using stable distributions.” (Fraser Daly, zbMATH 1455.62003, 2021)