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Applied Mathematics Letters

Volumn 9, Issue 3, 1996, Pages 53-56

Tail estimation of the stable index α

(2) Mittnik, S a Rachev, S T b

a UNIVERSITY OF KIEL (Germany)

b UNIVERSITY OF CALIFORNIA (United States)

Author keywords

Existence of moments; Hill estimator; Pickands estimator; Stable distributions; Tail estimation

Indexed keywords

EID: 0002278681 PISSN: 08939659 EISSN: None Source Type: Journal
DOI: 10.1016/0893-9659(96)00031-6 Document Type: Article

Times cited : (20)

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