1

A class of new tail index estimators

Year:
2017
Language:
english
File:
PDF, 757 KB
english, 2017
2

Time-Varying Fractionally Integrated Processes with

Year:
2007
Language:
english
File:
PDF, 506 KB
english, 2007
3

The increment ratio statistic

Year:
2008
Language:
english
File:
PDF, 478 KB
english, 2008
4

Several modifications of DPR estimator of the tail index

Year:
2011
Language:
english
File:
PDF, 259 KB
english, 2011
5

Asymptotic properties of generalized DPR statistic

Year:
2012
Language:
english
File:
PDF, 265 KB
english, 2012
6

Estimation of the tail index in the max-aggregation scheme

Year:
2012
Language:
english
File:
PDF, 264 KB
english, 2012
7

Local-maximum-based tail index estimator*

Year:
2014
Language:
english
File:
PDF, 320 KB
english, 2014