Estimating the index of a stable law via the pot-method (Q1304070): Difference between revisions

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Latest revision as of 08:37, 29 May 2024

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Estimating the index of a stable law via the pot-method
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    Estimating the index of a stable law via the pot-method (English)
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    1999
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    stable distribution
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    point process of exceedances
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    peak over threshold
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    generalized Pareto distribution
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    Hill estimator
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    LAN
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    central sequence
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    asymptotic efficiency
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    finite sample size properties
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