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Vygantas I Paulauskas · Study
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Vygantas I Paulauskas
4 works
· latest 2015
· 2 institutions
cluster: provisional
ORCID 0000-0002-0318-6563
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113
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98
03
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15
Most cited in this library
On an improvement of Hill and some other estimators
2013 · 41 citations
A class of new tail index estimators
2015 · 28 citations
A New Estimator for a Tail Index
2003 · 26 citations
Cointegrated processes with infinite variance innovations
1998 · 18 citations
Works
4 shown
A class of new tail index estimators
Annals of the Institute of Statistical Mathematics
·
2015
·
2 authors
28
citations
On an improvement of Hill and some other estimators
Lithuanian Mathematical Journal
·
2013
·
2 authors
41
citations
A New Estimator for a Tail Index
Acta Applicandae Mathematicae
·
2003
·
1 author
26
citations
Cointegrated processes with infinite variance innovations
The Annals of Applied Probability
·
1998
·
2 authors
·
Open access
18
citations