Estimating value-at-risk: a point process approach (Q5697330): Difference between revisions

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+Inference for Clusters of Extreme Values
@@ Property / cites work: Inference for Clusters of Extreme Values / rank @@
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+On a basis for ''peaks over threshold'' modeling
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+Statistical inference using extreme order statistics
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+Extremal Analysis of Processes Sampled at Different Frequencies
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+Realistic Statistical Modelling of Financial Data
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+Maximum likelihood estimation in a class of nonregular cases
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+Estimation of a biometric function
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