Pages that link to "Item:Q3751799"
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The following pages link to SLOW VARIATION WITH REMAINDER: THEORY AND APPLICATIONS (Q3751799):
Displayed 50 items.
- On the tail index inference for heavy-tailed GARCH-type innovations (Q263253) (← links)
- Structural stochastic volatility in asset pricing dynamics: estimation and model contest (Q310961) (← links)
- On an improvement of Hill and some other estimators (Q383679) (← links)
- Estimating a bivariate tail: a copula based approach (Q391665) (← links)
- Change point test of tail index for autoregressive processes (Q457301) (← links)
- Test for tail index change in stationary time series with Pareto-type marginal distribution (Q605861) (← links)
- Extremal memory of stochastic volatility with an application to tail shape inference (Q607175) (← links)
- Extreme values statistics for Markov chains via the (pseudo-) regenerative method (Q626299) (← links)
- Change point test for tail index for dependent data (Q649099) (← links)
- Ein Tauberscher Restgliedsatz für Jacobi-Reihen. (A Tauberian remainder theorem for Jacobi series) (Q808346) (← links)
- Reiss and Thomas' automatic selection of the number of extremes (Q957044) (← links)
- Estimation of a tail index based on minimum density power divergence (Q957324) (← links)
- Evaluating currency risk in emerging markets (Q996771) (← links)
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
- On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation (Q1011549) (← links)
- Estimating dimension from small samples (Q1335315) (← links)
- Local polynomial maximum likelihood estimation for Pareto-type distributions. (Q1427526) (← links)
- A simple estimator for the characteristic exponent of the stable Paretian distribution (Q1596876) (← links)
- Truncated estimation of ratio statistics with application to heavy tail distributions (Q1631209) (← links)
- Estimation of the tail exponent of multivariate regular variation (Q1680794) (← links)
- Selecting the optimal sample fraction in univariate extreme value estimation (Q1805764) (← links)
- Quantifying closeness of distributions of sums and maxima when tails are fat (Q1825504) (← links)
- Weak limiting behaviour of a simple tail Pareto-index estimator (Q1890864) (← links)
- Asymptotically efficient estimation of the index of regular variation (Q1922379) (← links)
- Estimation of central shapes of error distributions in linear regression problems (Q1934473) (← links)
- Regenerative block-bootstrap confidence intervals for tail and extremal indexes (Q1951155) (← links)
- Sample covariances of random-coefficient AR(1) panel model (Q2008620) (← links)
- No-tie conditions for large values of extremal processes (Q2080152) (← links)
- Estimation and inference about tail features with tail censored data (Q2172008) (← links)
- On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails (Q2283057) (← links)
- A nonparametric estimator for the conditional tail index of Pareto-type distributions (Q2303031) (← links)
- Risk forecasting in the context of time series (Q2304433) (← links)
- On discrimination between classes of distribution tails (Q2314148) (← links)
- Estimating extreme bivariate quantile regions (Q2375848) (← links)
- Subsampling the distribution of diverging statistics with applications to finance (Q2439061) (← links)
- Are there common values in first-price auctions? A tail-index nonparametric test (Q2439866) (← links)
- General regular variation of \(n\)-th order and 2nd order Edgeworth expansion of the extreme value distribution. I (Q2581249) (← links)
- Tail index estimation based on survey data (Q2786467) (← links)
- Estimation of distribution tails —a semiparametric approach (Q3141122) (← links)
- A REMARK CONCERNING VALUE-AT-RISK (Q3580183) (← links)
- The limiting distribution of extremal exchange rate returns (Q3984289) (← links)
- Large deviation theorem for Hill's estimator (Q4025314) (← links)
- Prediction of record values (Q4216590) (← links)
- An Estimator of the Exponent of Regular Variation Based on K-Record Values (Q4228051) (← links)
- Some results on the behaviour of hill's estimator (Q4262904) (← links)
- Fat tail distributions and local thin tail alternatives (Q4337151) (← links)
- The method of moments ratio estimator for the tail shape parameter (Q4337152) (← links)
- ESTIMATION OF THE MAXIMAL MOMENT EXPONENT OF A GARCH(1,1) SEQUENCE (Q4561969) (← links)
- NONPARAMETRIC ESTIMATION OF CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL BASED ON EXTREME VALUE THEORY (Q4599616) (← links)
- ON TAIL INDEX ESTIMATION FOR DEPENDENT, HETEROGENEOUS DATA (Q4933584) (← links)