SLOW VARIATION WITH REMAINDER: THEORY AND APPLICATIONS

DOI10.1093/QMATH/38.1.45zbMATH Open0611.26001OpenAlexW2023747655MaRDI QIDQ3751799FDOQ3751799

Authors: Charles M. Goldie, Richard L. Smith 

Publication date: 1987

Published in: The Quarterly Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/qmath/38.1.45

Recommendations

• scientific article
• A Generalization of Slowly Varying Functions
• On the growth rate of slowly varying functions
• An extension of the concept of slowly varying function with applications to large deviation limit theorems
• scientific article; zbMATH DE number 3923016

zbMATH Keywords

surveylimit lawsremainder termLaplace- Stieltjes and Kohlbecker transformsslowly and regularly varying functions

Mathematics Subject Classification ID

Laplace transform (44A10) Rate of growth of functions, orders of infinity, slowly varying functions (26A12) Monotonic functions, generalizations (26A48)

Cited In (59)

• Estimating a bivariate tail: a copula based approach
• A simple estimator for the characteristic exponent of the stable Paretian distribution
• A nonparametric estimator for the conditional tail index of Pareto-type distributions
• Ein Tauberscher Restgliedsatz für Jacobi-Reihen. (A Tauberian remainder theorem for Jacobi series)
• Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions
• On the tail index inference for heavy-tailed GARCH-type innovations
• Fat tail distributions and local thin tail alternatives
• Test for tail index change in stationary time series with Pareto-type marginal distribution
• Estimating extreme bivariate quantile regions
• Selecting the optimal sample fraction in univariate extreme value estimation
• Title not available (Why is that?)
• Sample covariances of random-coefficient AR(1) panel model
• Estimation of a tail index based on minimum density power divergence
• General regular variation of \(n\)-th order and 2nd order Edgeworth expansion of the extreme value distribution. I
• Truncated estimation of ratio statistics with application to heavy tail distributions
• Asymptotically balanced functions and the asymptotic behaviour of the complementary function and the Laplace transform
• Are there common values in first-price auctions? A tail-index nonparametric test
• Evaluating currency risk in emerging markets
• Tail index estimation based on survey data
• On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails
• On discrimination between classes of distribution tails
• Asymptotic Analysis of Stock Price Densities and Implied Volatilities in Mixed Stochastic Models
• ESTIMATION OF THE MAXIMAL MOMENT EXPONENT OF A GARCH(1,1) SEQUENCE
• Structural stochastic volatility in asset pricing dynamics: estimation and model contest
• ∏-Variation with Remainder
• Change point test of tail index for autoregressive processes
• Risk forecasting in the context of time series
• Optimal Stopping of a Random Sequence with Unknown Distribution
• Some results on the behaviour of hill's estimator
• Reiss and Thomas' automatic selection of the number of extremes
• Change point test for tail index for dependent data
• Asymptotically efficient estimation of the index of regular variation
• Large deviation theorem for Hill's estimator
• Weak limiting behaviour of a simple tail Pareto-index estimator
• Estimation of central shapes of error distributions in linear regression problems
• Extreme values statistics for Markov chains via the (pseudo-) regenerative method
• Estimating dimension from small samples
• Estimation and inference about tail features with tail censored data
• The method of moments ratio estimator for the tail shape parameter
• On an improvement of Hill and some other estimators
• Estimation of distribution tails —a semiparametric approach
• On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation
• ON TAIL INDEX ESTIMATION FOR DEPENDENT, HETEROGENEOUS DATA
• Regenerative block-bootstrap confidence intervals for tail and extremal indexes
• The limiting distribution of extremal exchange rate returns
• A REMARK CONCERNING VALUE-AT-RISK
• A class of location invariant estimators for heavy tailed distributions
• Estimating Long Memory in Panel Random‐Coefficient AR(1) Data
• Subsampling the distribution of diverging statistics with applications to finance
• No-tie conditions for large values of extremal processes
• Quantifying closeness of distributions of sums and maxima when tails are fat
• An Estimator of the Exponent of Regular Variation Based on K-Record Values
• Prediction of record values
• Extremal memory of stochastic volatility with an application to tail shape inference
• NONPARAMETRIC ESTIMATION OF CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL BASED ON EXTREME VALUE THEORY
• Estimation of the tail exponent of multivariate regular variation
• Local polynomial maximum likelihood estimation for Pareto-type distributions.
• Tail index varying coefficient model
• On uniform confidence intervals for the tail index and the extreme quantile

This page was built for publication: SLOW VARIATION WITH REMAINDER: THEORY AND APPLICATIONS

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3751799)