Estimating the parameters of rare events
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Modelling and Simulation,Statistics and Probability
Reference20 articles.
1. Convergence of Probability Measures;Billingsley,1968
2. Tail estimates motivated by extreme value theory;Davis;Ann. Statist.,1984
3. Limit theory for moving averages of random variables with regularly varying tail probabilities;Davis;Ann. Probab.,1985
4. Sur la distribution limit du terme maximum d'une séries aléatoire;Gnedenko;Ann. Math.,1943
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