On the estimation of a changepoint in a tail index

Lithuanian Mathematical Journal

Volumn 45, Issue 3, 2005, Pages 272-283

  Gadeikis, K ^a   Paulauskas, V ^a  

^a VILNIUS UNIVERSITY   (Lithuania)

Author keywords

Changepoint; Tail index

Indexed keywords

EID: 27844550276     PISSN: 03631672     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10986-005-0029-0     Document Type: Article

References (20)

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