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Comparison of tail index estimators
Haan, Laurens de; Peng, Liang - 1995
Persistent link: https://www.econbiz.de/10000560735
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Rate of convergence for bivariate extremes : (total variation metric)
Haan, Laurens de; Peng, Liang - 1994
Persistent link: https://www.econbiz.de/10000560737
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Rate of convergence for bivariate extremes : (uniform metric)
Haan, Laurens de; Peng, Liang - 1994
Persistent link: https://www.econbiz.de/10000560742
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Insensitivity in discrete-time generalized semi-Markov processes allowing multiple events and probabilistic service scheduling
Henderson, W. (contributor) - 1994
Persistent link: https://www.econbiz.de/10000151663
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Computing loss probabilities in discretetime queues
Gouweleeuw, Frank N.; Tijms, Henk C. - 1994
Persistent link: https://www.econbiz.de/10000151695
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Gaussianity and nonlinearity of foreign exchange rates and macroeconomic time series
Terui, Nobuhiko; Kariya, Takeaki - 1997
Persistent link: https://www.econbiz.de/10000952482
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Using a bootstrap method to choose the sample fraction in tail index estimation
Daníelsson, Jón (contributor) - 1997
Persistent link: https://www.econbiz.de/10000953451
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On Markov chains and filtrations
Spreij, Peter - 1997
Persistent link: https://www.econbiz.de/10000956205
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Estimating the index of a stable distribution
Haan, Laurens de; Pereira, T. Themido - 1997
Persistent link: https://www.econbiz.de/10000959255
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Two properties of predicted probabilities in discrete regression models
Cramer, Jan S. - 1997
Persistent link: https://www.econbiz.de/10000960568