The qq-estimator and heavy tails

Communications in Statistics. Part C: Stochastic Models

Volumn 12, Issue 4, 1996, Pages 699-724

  Kratz, Marie ^a   Resnick, Sidney I ^a,b  

^a UNIVERSITÉ PARIS DESCARTES   (France)

^b School of Chemical and Molecular Engineering   (United States)

Author keywords

Consistency; Heavy tails; Parameter estimation; Qq plot; Regular variation; Time series analysis; Weak convergence

Indexed keywords

EID: 0000562848     PISSN: 08820287     EISSN: None     Source Type: Journal    
DOI: 10.1080/15326349608807407     Document Type: Article

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