On the first zero of an empirical characteristic function

DOI10.2307/3214494MaRDI QIDQ3980528zbMATH OpenOpenAlexFDO

Authors H. Bräker, J. Hüsler

Publication date 26 June 1992

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3214494

zbMATH Keywords

characteristic functionGaussian processGumbel extreme value distributionGumbel law

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Central limit and other weak theorems (60F05) Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70)

Recommendations

• The first zero of an empirical characteristic function
• scientific article; zbMATH DE number 4211196
• Implementing empirical characteristic function procedures
• Estimating the first zero of a characteristic function.
• scientific article; zbMATH DE number 3864195

Cited in

(6)

• Estimating the first zero of a characteristic function.
• A note on extreme values of locally stationary Gaussian processes
• On decaying rate of quantum states
• scientific article; zbMATH DE number 4211196 (Why is no real title available?)
• On optimal uniform deconvolution
• The first zero of an empirical characteristic function

This page was built for publication: On the first zero of an empirical characteristic function

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3980528)