Asymptotic properties of the partition function and applications in tail index inference of heavy-tailed data-Reference-Cited by-同舟云学术

Asymptotic properties of the partition function and applications in tail index inference of heavy-tailed data

Published:2014-10-21 Issue:6 Volume:49 Page:1221-1242
ISSN:0233-1888
Container-title:Statistics
language:en
Short-container-title:Statistics

Author:

Grahovac Danijel,Jia Mofei,Leonenko Nikolai,Taufer Emanuele

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://www.tandfonline.com/doi/pdf/10.1080/02331888.2014.969267

Reference26 articles.

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3. The Variation of Certain Speculative Prices

4. Student processes

5. A simple robust estimation method for the thickness of heavy tails

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