Estimating the heavy tail index from scaling properties

DOI10.1023/A:1010012224103zbMath0934.62031OpenAlexW1570233747MaRDI QIDQ1807742

Murad S. Taqqu, Mark E. Crovella

Publication date: 23 November 1999

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1010012224103

zbMATH Keywords

heavy tailsworld wide web

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Nonparametric estimation (62G05) Applications of statistics (62P99)

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