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Volume 15; Issue 4
Main
Extremes
Volume 15; Issue 4
Extremes
Volume 15; Issue 4
1
Asymptotic properties of the tail distribution and Hill’s estimator for shot noise sequence
Chenhua Zhang,William P. McCormick
Journal:
Extremes
Year:
2012
Language:
english
File:
PDF, 465 KB
Your tags:
english, 2012
2
Tail inference: where does the tail begin?
Tilo Nguyen,Gennady Samorodnitsky
Journal:
Extremes
Year:
2012
Language:
english
File:
PDF, 560 KB
Your tags:
english, 2012
3
Adaptive estimation of heavy right tails: resampling-based methods in action
M. Ivette Gomes,Fernanda Figueiredo,M. Manuela Neves
Journal:
Extremes
Year:
2012
Language:
english
File:
PDF, 919 KB
Your tags:
english, 2012
4
Extremes of weighted Brownian Bridges in increasing dimension
Moritz Jirak
Journal:
Extremes
Year:
2012
Language:
english
File:
PDF, 421 KB
Your tags:
english, 2012
5
The extremal index for GARCH(1, 1) processes
Fabrizio Laurini,Jonathan A. Tawn
Journal:
Extremes
Year:
2012
Language:
english
File:
PDF, 378 KB
Your tags:
english, 2012
6
On the 100th anniversary of Boris Vladimirovich Gnedenko (01.01.1912-27.12.1995)
Dmitry B. Gnedenko,Vladimir I. Piterbarg
Journal:
Extremes
Year:
2012
Language:
english
File:
PDF, 299 KB
Your tags:
english, 2012
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