The following pages link to (Q4518947):
Displaying 6 items.
- Interval estimation for a measure of tail dependence (Q495494) (← links)
- An estimator of the tail index based on increment ratio statistics (Q1044758) (← links)
- Likelihood based confidence intervals for the tail index (Q1424687) (← links)
- Optimal semiparametric inference for the tail index based on ratios of the largest extremes (Q2810364) (← links)
- (Q3169748) (← links)
- ESTIMATION OF THE MAXIMAL MOMENT EXPONENT OF A GARCH(1,1) SEQUENCE (Q4561969) (← links)