scientific article; zbMATH DE number 571966

MaRDI QIDQ4294087zbMATH OpenFDO

Authors Svetlozar T. Rachev

Publication date 3 January 1995

zbMATH Keywords

rate of convergencestock returnsstock pricesprobability metricsrandom array

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Central limit and other weak theorems (60F05) Mathematical economics (91B99)

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Cited in

(3)

• Minimax estimation with random coefficients: Theory and application to stock returns
• An invariance for the large-sample empirical distribution of waiting time between successive extremes
• On moments and tail behavior of \(\nu\)-stable random variables

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