Tail Index and Second-Order Parameters' Semi-Parametric Estimation Based on the Log-Excesses

AuthID
 P-003-BRT
4
Author(s)
Pereira, H
·
Document Type
Article
Year published
2010
Published
in JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, ISSN: 0094-9655
Volume: 80, Issue: 6, Pages: 653-666 (14)
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Publication Identifiers
SCOPUS: 2-s2.0-77951996641
Wos: WOS:000277544900005
Source Identifiers
ISSN: 0094-9655
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