Estimating the index of a stable law via the pot-method
type: Item
instance of: scholarly article
title: Estimating the index of a stable law via the pot-method
zbMATH Open document ID: 1054.62521
DOI: 10.1016/S0167-7152(98)00210-7
author: Frank Marohn
published in: Statistics \& Probability Letters
publication date: 1999-01-01T00:00:00Z
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 60E07
zbMATH DE Number: 1348303
zbMATH Keywords: stable distribution
zbMATH Keywords: point process of exceedances
zbMATH Keywords: peak over threshold
zbMATH Keywords: generalized Pareto distribution
zbMATH Keywords: Hill estimator
zbMATH Keywords: LAN
zbMATH Keywords: central sequence
zbMATH Keywords: asymptotic efficiency
zbMATH Keywords: finite sample size properties
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1348303