The following pages link to (Q3855962):
Displaying 26 items.
- On the estimation of a changepoint in a tail index (Q852282) (← links)
- Parameter estimation for fractional Poisson processes (Q988943) (← links)
- Tail exponent estimation via broadband log density-quantile regression (Q993809) (← links)
- Some sampling properties of empirical characteristic functions viewed as harmonizable stochastic processes (Q1114263) (← links)
- A tail bootstrap procedure for estimating the tail Pareto-index (Q1299448) (← links)
- Estimating the index of a stable law via the pot-method (Q1304070) (← links)
- Estimation of the index parameter for autoregressive data using the estimated innovations (Q1304109) (← links)
- Inference for heavy tailed distributions (Q1378778) (← links)
- Limiting behaviour of a geometric-type estimator for tail indices. (Q1423351) (← links)
- Empirical likelihood based inference for conditional Pareto-type tail index (Q1698259) (← links)
- Estimation problems for distributions with heavy tails (Q1883277) (← links)
- Weak limiting behaviour of a simple tail Pareto-index estimator (Q1890864) (← links)
- \(K\)-record values and the extreme-value index (Q1890867) (← links)
- Asymptotically efficient estimation of the index of regular variation (Q1922379) (← links)
- An estimation procedure for the Linnik distribution (Q1926095) (← links)
- Estimating a tail exponent by modelling departure from a Pareto distribution (Q1970488) (← links)
- Dynamic tail inference with log-Laplace volatility (Q2191426) (← links)
- On posterior consistency of tail index for Bayesian kernel mixture models (Q2419667) (← links)
- Random weighting estimation of stable exponent (Q2450853) (← links)
- Asymptotic distributions of linear combinations of intermediate order statistics (Q2563789) (← links)
- Nonparametric inference of discretely sampled stable Lévy processes (Q2630086) (← links)
- Classification of stochastic processes by convolutional neural networks (Q5053937) (← links)
- Parameter Estimation of Stable Distributions (Q5201486) (← links)
- Using a bootstrap method to choose the sample fraction in tail index estimation (Q5933445) (← links)
- A family of nonparametric unit root tests for processes driven by infinite variance innovations (Q6039111) (← links)
- A review of more than one hundred Pareto-tail index estimators (Q6100936) (← links)
