Marijus Vaičiulis

Available identifiers

zbMath Open vaiciulis.marijusMaRDI QIDQ383678

List of research outcomes

Publication	Date of Publication	Type
Estimating the parameters of a tapered Pareto distribution	2021-11-26	Paper
Priority statement and some properties of t-lgHill estimator	2020-09-10	Paper
A class of semiparametric tail index estimators and its applications	2020-04-22	Paper
Comparison of the several parameterized estimators for the positive extreme value index	2020-04-22	Paper
Modification of moment-based tail index estimator: sums versus maxima	2019-06-12	Paper
A class of new tail index estimators	2017-04-05	Paper
Local-maximum-based tail index estimator	2015-02-25	Paper
Several modifications of DPR estimator of the tail index	2014-01-15	Paper
Asymptotic properties of generalized DPR statistic	2014-01-15	Paper
On an improvement of Hill and some other estimators	2013-12-05	Paper
Estimation of the tail index in the max-aggregation scheme	2013-03-21	Paper
Once more on comparison of tail index estimators	2011-04-07	Paper
The increment ratio statistic under deterministic trends	2011-01-10	Paper
An estimator of the tail index based on increment ratio statistics	2009-12-15	Paper
https://portal.mardi4nfdi.de/entity/Q5192802	2009-08-10	Paper
https://portal.mardi4nfdi.de/entity/Q5448452	2008-03-20	Paper
The increment ratio statistic	2008-03-11	Paper
Asymptotic independence of distant partial sums of linear processes	2008-01-16	Paper
Time-varying fractionally integrated processes with finite or infinite variance and nonstationary long memory	2007-07-19	Paper
Convergence of sums of Appell polynomials with infinite variance	2004-10-15	Paper
Convergence of Appell polynomials of long range dependent moving averages in martingale differences	2000-11-06	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Marijus Vaičiulis