Pages that link to "Item:Q1304084"
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The following pages link to Estimating the index of a stable distribution (Q1304084):
Displaying 13 items.
- Estimating L-functionals for heavy-tailed distributions and application (Q609711) (← links)
- Estimating the index of a stable law via the pot-method (Q1304070) (← links)
- Kernel-type estimators for the extreme value index (Q1430919) (← links)
- Weak consistency of extreme value estimators in \(C[0,1]\) (Q1430920) (← links)
- Estimation problems for distributions with heavy tails (Q1883277) (← links)
- Tail estimation of the stable index \(\alpha\) (Q1921190) (← links)
- An adaptive optimal estimate of the tail index for MA(1) time series (Q1970810) (← links)
- Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics (Q2111626) (← links)
- Coverage accuracy for a mean without third moment (Q2655069) (← links)
- On the probability distribution of stock indices (Q2850802) (← links)
- (Q3716039) (← links)
- Parameter Estimation of Stable Distributions (Q5201486) (← links)
- A review of more than one hundred Pareto-tail index estimators (Q6100936) (← links)