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Monte Carlo-Based Tail Exponent Estimator
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SYSNO 0342493 Title Monte Carlo-Based Tail Exponent Estimator Author(s) Baruník, Jozef (UTIA-B) [E] RID, ORCID
Vácha, Lukáš (UTIA-B) [E] RIDSource Title IES Working Paper. Roč. 2010, č. 6 (2010), s. 1-26 Document Type Článek v odborném periodiku Grant GA402/09/0965 GA ČR - Czech Science Foundation (CSF) GD402/09/H045 GA ČR - Czech Science Foundation (CSF) GP402/08/P207 GA ČR - Czech Science Foundation (CSF) CEZ AV0Z10750506 - UTIA-B (2005-2011) Language eng Country CZ Keywords Hill estimator * α-stable distributions * tail exponent estimation URL http://library.utia.cas.cz/separaty/2010/E/barunik-0342493.pdf Permanent Link http://hdl.handle.net/11104/0185214
Number of the records: 1