Search results
- 1.0460584 - ÚI 2017 RIV US eng J - Journal Article
Jordanova, P. - Fabián, Zdeněk - Hermann, P. - Střelec, L. - Rivera, A. - Girard, S. - Torres, S. - Stehlík, M.
Weak Properties and Robustness of t-Hill Estimators.
Extremes. Roč. 19, č. 4 (2016), s. 591-626. ISSN 1386-1999. E-ISSN 1572-915X
Institutional support: RVO:67985807
Keywords : asymptotic properties of estimators * point estimation * t-Hill estimator * t-lgHill estimator
Subject RIV: BB - Applied Statistics, Operational Research
Impact factor: 1.679, year: 2016
Permanent Link: http://hdl.handle.net/11104/0260616File Download Size Commentary Version Access a0460584.pdf 8 2.1 MB Publisher’s postprint require - 2.0394197 - ÚI 2014 RIV BG eng J - Journal Article
Jordanova, P. - Stehlík, M. - Fabián, Zdeněk - Střelec, L.
On Estimation and Testing for Pareto Tails.
Pliska Studia Mathematica Bulgarica. Roč. 22, č. 1 (2013), s. 89-108. ISSN 0204-9805
Institutional support: RVO:67985807
Keywords : testing against heavy tails * asymptotic properties of estimators * point estimation
Subject RIV: BB - Applied Statistics, Operational Research
http://www.math.bas.bg/~pliska/Pliska-22/Pliska-22-2013-089-108.pdf
Permanent Link: http://hdl.handle.net/11104/0222487 - 3.0333009 - MÚ 2010 RIV GB eng J - Journal Article
Řehák, Pavel - Vitovec, J.
Regular variation on measure chains.
[Regulární variace na měřitelných žetězcích.]
Nonlinear Analysis: Theory, Methods & Applications. Roč. 72, č. 1 (2010), s. 439-448. ISSN 0362-546X. E-ISSN 1873-5215
R&D Projects: GA AV ČR KJB100190701
Institutional research plan: CEZ:AV0Z10190503
Keywords : regularly varying function * regularly varying sequence * measure chain * time scale * embedding theorem * representation theorem * second order dynamic equation * asymptotic properties
Subject RIV: BA - General Mathematics
Impact factor: 1.279, year: 2010
http://www.sciencedirect.com/science/article/pii/S0362546X09008475
Permanent Link: http://hdl.handle.net/11104/0178101File Download Size Commentary Version Access Rehak5.pdf 1 620.6 KB Publisher’s postprint require