Estimating the Heavy Tail Index from Scaling Properties

Estimating the Heavy Tail Index from Scaling Properties

Mark E. Crovella, Murad S. Taqqu
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Volume:
1
Language:
english
Pages:
25
Journal:
Methodology and Computing in Applied Probability
DOI:
10.1023/a:1010012224103
Date:
July, 1999
File:
PDF, 255 KB
english, 1999
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