An estimator of the tail index based on increment ratio statistics (Q1044758)

From MaRDI portal
scientific article
Language Label Description Also known as
English
An estimator of the tail index based on increment ratio statistics
scientific article

    Statements

    An estimator of the tail index based on increment ratio statistics (English)
    0 references
    15 December 2009
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    central limit theorem
    0 references
    domain of attraction
    0 references
    increment ratio statistic
    0 references
    tail index
    0 references
    0 references
    0 references