Works matching IS 13861999 AND DT 2012 AND VI 15 AND IP 4
Results: 6
Asymptotic properties of the tail distribution and Hill's estimator for shot noise sequence.
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- Extremes, 2012, v. 15, n. 4, p. 407, doi. 10.1007/s10687-011-0144-8
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- Article
Tail inference: where does the tail begin?
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- Extremes, 2012, v. 15, n. 4, p. 437, doi. 10.1007/s10687-011-0145-7
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- Article
Adaptive estimation of heavy right tails: resampling-based methods in action.
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- Extremes, 2012, v. 15, n. 4, p. 463, doi. 10.1007/s10687-011-0146-6
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- Article
Extremes of weighted Brownian Bridges in increasing dimension.
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- Extremes, 2012, v. 15, n. 4, p. 491, doi. 10.1007/s10687-012-0147-0
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- Article
The extremal index for GARCH(1, 1) processes.
- Published in:
- Extremes, 2012, v. 15, n. 4, p. 511, doi. 10.1007/s10687-012-0148-z
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- Article
On the 100th anniversary of Boris Vladimirovich Gnedenko (01.01.1912-27.12.1995).
- Published in:
- Extremes, 2012, v. 15, n. 4, p. 531, doi. 10.1007/s10687-012-0150-5
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- Article