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type_genre:"Non-commercial literature"
~person:"Račev, Svetlozar T."
~subject:"Probability theory"
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Search: subject_exact:"Estimation theory"
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Probability theory
Estimation theory
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Račev, Svetlozar T.
Einmahl, John H. J.
7
Haan, Laurens de
7
Hsu, Yu-Chin
4
Paolella, Marc S.
4
Arnold, Bernhard
3
Canay, Ivan A.
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Daníelsson, Jón
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Kamat, Vishal
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Kaplan, David M.
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Krämer, Walter
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Lieli, Robert P.
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Stahlecker, Peter
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Vries, Casper G. de
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Wooldridge, Jeffrey M.
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Bai, Jun
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Boucher, Vincent
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Chen Zhou
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Dijk, Herman K. van
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Donald, Stephen G.
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Elliott, Graham
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Fernández, Carmen
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Hofmann, Lonnie
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Jakeman, Anthony J.
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Kleibergen, Frank
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Lian, Peng
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Litvinova, Svetlana
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Luo, Yao
2
Magnus, Jan R.
2
Martin, Vance
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McAleer, Michael
2
Mittnik, Stefan
2
Otsu, Taisuke
2
Polasek, Wolfgang
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Rachev, Svetlozar T.
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Runde, Ralf
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Scaillet, Olivier
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Silvapulle, Mervyn J.
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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ECONIS (ZBW)
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Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan
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1997
Persistent link: https://www.econbiz.de/10000984425
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A tail estimator for the index of the stable Paretian distribution
Mittnik, Stefan
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1996
Persistent link: https://www.econbiz.de/10001410592
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