Estimating the index of a stable law via the pot-method
Author/Authors :
Frank Marohn، نويسنده ,
Issue Information :
فصلنامه با شماره پیاپی سال 1999
Pages :
11
From page :
413
To page :
423
Keywords :
Point process of exceedances , Peaks over threshold , generalized Pareto distribution , LAN , Central sequence , asymptotic efficiency , Finite sample size properties , Stable distribution , Hillestimator
