Volume 4; Issue 2

Extremes

Volume 4; Issue 2
1

Extremal Forex Returns in Extremely Large Data Sets

Michel M. Dacorogna, Ulrich A. Müller, Olivier V. Pictet, Casper G. de Vries
Journal:
Extremes
Year:
2001
Language:
english
File:
PDF, 135 KB
english, 2001
2

Extreme Value Distributions for Random Coupon Collector and Birthday Problems

Lars Holst
Journal:
Extremes
Year:
2001
Language:
english
File:
PDF, 109 KB
english, 2001
3

A Class of Tests on the Tail Index

Jana Jurečková, Jan Picek
Journal:
Extremes
Year:
2001
Language:
english
File:
PDF, 124 KB
english, 2001
4

Large Deviations of a Storage Process with Fractional Brownian Motion as Input

Vladimir I. Piterbarg
Journal:
Extremes
Year:
2001
Language:
english
File:
PDF, 118 KB
english, 2001
5

On the Maximum of Bivariate Normal Random Variables

Alan P. Ker
Journal:
Extremes
Year:
2001
Language:
english
File:
PDF, 61 KB
english, 2001
6

Limiting Distributions of Linear Programming Estimators

Keith Knight
Journal:
Extremes
Year:
2001
Language:
english
File:
PDF, 528 KB
english, 2001