Tail index estimation for dependent data
A popular estimator of the index of regular variation in heavy-tailed models is Hill's estimator.
We discuss the consistency of Hill's estimator when it is applied to certain classes of heavy …
We discuss the consistency of Hill's estimator when it is applied to certain classes of heavy …
Tail Index Estimation for Dependent Data
S Resnick, C Stărică - Annals of Applied Probability, 1998 - JSTOR
A popular estimator of the index of regular variation in heavy-tailed models is Hill's estimator.
We discuss the consistency of Hill's estimator when it is applied to certain classes of heavy …
We discuss the consistency of Hill's estimator when it is applied to certain classes of heavy …
[引用][C] Tail index estimation for dependent data
S Resnick, C Stărică - The Annals of Applied Probability, 1998 - cir.nii.ac.jp
Tail index estimation for dependent data | CiNii Research CiNii 国立情報学研究所 学術情報
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ナビゲータ[サイニィ] 詳細へ移動 検索フォームへ移動 論文・データをさがす 大学図書館の本をさがす …
[PDF][PDF] Tail Index Estimation for Dependent Data
S Resnick, C Starica - 1996 - ecommons.cornell.edu
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TAIL INDEX ESTIMATION FOR DEPENDENT DATA1
S Resnick, C Starica - The Annals of Applied Probability, 1998 - projecteuclid.org
A popular estimator of the index of regular variation in heavy-tailed models is Hill's estimator.
We discuss the consistency of Hill's estimator when it is applied to certain classes of heavy …
We discuss the consistency of Hill's estimator when it is applied to certain classes of heavy …
Tail index estimation for dependent data
S Resnick, C Stărică - Ann. Appl. Probab., 1998 - dml.mathdoc.fr
A popular estimator of the index of regular variation in heavy-tailed models is Hill's estimator.
We discuss the consistency of Hill's estimator when it is applied to certain classes of heavy …
We discuss the consistency of Hill's estimator when it is applied to certain classes of heavy …
[PDF][PDF] Tail Index Estimation for Dependent Data
S Resnick, C Starica - 1996 - ecommons.cornell.edu
Þyß àiá â# ãQâ# äuåd ægàiᦠçlè# ᦠá ä0á6 ß" éQê ë¦ é ä0á ë à § ì7ãQë¦ äd ëVß" ä¤
ídãQå¦ äuëVé& à § î# æ älï éUå ë¦ ß" ä6 à § î# æ älïd éÃð å¦ äuñgè òóãÃå ôQãQå àiãQë à § …
ídãQå¦ äuëVé& à § î# æ älï éUå ë¦ ß" ä6 à § î# æ älïd éÃð å¦ äuñgè òóãÃå ôQãQå àiãQë à § …