Pages that link to "Item:Q799047"
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The following pages link to Estimating the stable index \(\alpha\) in order to measure tail thickness: a critique (Q799047):
Displaying 50 items.
- Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate (Q133065) (← links)
- Detecting influential data points for the Hill estimator in Pareto-type distributions (Q146008) (← links)
- Threshold selection for extremes under a semiparametric model (Q257615) (← links)
- Time-varying extreme pattern with dynamic models (Q285844) (← links)
- Fourier-type estimation of the power GARCH model with stable-Paretian innovations (Q288103) (← links)
- Threshold selection in univariate extreme value analysis (Q826008) (← links)
- Estimating the degree of activity of jumps in high frequency data (Q834337) (← links)
- A default Bayesian procedure for the generalized Pareto distribution (Q861215) (← links)
- Wavelet-based estimation for univariate stable laws (Q870496) (← links)
- A parametric solution for simple stress-strength model of failure with an application (Q1104011) (← links)
- The confounding effects of distribution mixtures on some basic methods for handling stable-Paretian distributions (Q1278070) (← links)
- Estimating the index of a stable law via the pot-method (Q1304070) (← links)
- Geometric stable distributions in Banach spaces (Q1322912) (← links)
- On the robustness of nonlinearity tests to moment condition failure (Q1362039) (← links)
- Parameter estimation for 2-parameter generalized Pareto distribution by POME (Q1369696) (← links)
- Comparison of estimators in stable models. (Q1596874) (← links)
- A simple estimator for the characteristic exponent of the stable Paretian distribution (Q1596876) (← links)
- Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence (Q1600522) (← links)
- Testing the stable Paretian assumption (Q1600528) (← links)
- An exploratory first step in teletraffic data modeling: evaluation of long-run performance of parameter estimators. (Q1608901) (← links)
- Systematic inference of the long-range dependence and heavy-tail distribution parameters of ARFIMA models (Q1620525) (← links)
- The mean residual life function at great age: Applications to tail estimation (Q1890865) (← links)
- Tail estimation of the stable index \(\alpha\) (Q1921190) (← links)
- Recent results in applications and processing of \(\alpha\)-stable-distributed time series (Q1925048) (← links)
- Assessing the risk of disruption of wind turbine operations in Saudi Arabia using Bayesian spatial extremes (Q2028587) (← links)
- A change-point approach for the identification of financial extreme regimes (Q2077439) (← links)
- Invited article by M. Gidea: Extreme events and emergency scales (Q2208167) (← links)
- Modelling tail risk with tempered stable distributions: an overview (Q2241120) (← links)
- Parameter estimation of the generalized Pareto distribution. II (Q2270259) (← links)
- A matching prior for extreme quantile estimation of the generalized Pareto distribution (Q2270277) (← links)
- Modelling extreme claims via composite models and threshold selection methods (Q2306111) (← links)
- Extreme value theory in medical sciences: modeling total high cholesterol levels (Q2320782) (← links)
- Jump activity estimation for pure-jump semimartingales via self-normalized statistics (Q2515498) (← links)
- A research based on POT-CAViaR model of extreme risk measure (Q2690784) (← links)
- Measurement of risk based on QR-GARCH-EVT model (Q2690785) (← links)
- Dynamic linear seasonal models applied to extreme temperature data: a Bayesian approach using the <i>r</i>-larger order statistics distribution (Q3390581) (← links)
- Bayesian analysis of extreme events with threshold estimation (Q3429985) (← links)
- A generalized statistical XL-rating procedure (Q3756383) (← links)
- The limiting distribution of extremal exchange rate returns (Q3984289) (← links)
- Taming Large Events: Optimal Portfolio Theory for Strongly Fluctuating Assets (Q4216098) (← links)
- Convergence in mean and central limit theorems for weighted sums of martingale difference random vectors with infinite <i>r</i>th moments (Q5004989) (← links)
- Explicit and combined estimators for parameters of stable distributions (Q5023858) (← links)
- Assessing the performance of confidence intervals for high quantiles of Burr XII and Inverse Burr mixtures (Q5867490) (← links)
- Assessment of dependent risk using extreme value theory in a time-varying framework (Q5886714) (← links)
- Rank tests of unit root hypothesis with infinite variance errors (Q5944500) (← links)
- Marcinkiewicz–Zygmund type strong law of large numbers for weighted sums of random variables with infinite moment and its applications (Q6050707) (← links)
- POT-based estimator of the ruin probability in infinite time for loss models: An application to insurance risk (Q6066381) (← links)
- Change-Point Tests for the Tail Parameter of Long Memory Stochastic Volatility Time Series (Q6092958) (← links)
- Extremal Dependence-Based Specification Testing of Time Series (Q6190738) (← links)
- Robust inference in AR-G/GARCH models under model uncertainty (Q6546439) (← links)
