Number of the records: 1
Monte Carlo-based tail exponent estimator
- 1.
SYSNO 0346486 Title Monte Carlo-based tail exponent estimator Author(s) Baruník, Jozef (UTIA-B) [E] RID, ORCID
Vácha, Lukáš (UTIA-B) [E] RIDSource Title Physica. A : Statistical Mechanics and its Applications. Roč. 389, č. 21 (2010), s. 4863-4874. - : Elsevier 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 NL Keywords Hill estimator * α-stable distributions * Tail exponent estimation URL http://library.utia.cas.cz/separaty/2010/E/barunik-0346486.pdf Permanent Link http://hdl.handle.net/11104/0187507
Number of the records: 1