9

A note on Pólya’s theorem

Year:
1984
Language:
english
File:
PDF, 286 KB
english, 1984
10

A simple generalisation of the Hill estimator

Year:
2013
Language:
english
File:
PDF, 900 KB
english, 2013
15

A Sturdy Reduced-Bias Extreme Quantile ( VaR ) Estimator

Year:
2007
Language:
english
File:
PDF, 832 KB
english, 2007
25

Joint Exceedances of the Arch Process

Year:
2004
Language:
english
File:
PDF, 217 KB
english, 2004
28

Joint exceedances of the ARCH process

Year:
2004
Language:
english
File:
PDF, 117 KB
english, 2004