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Tail Behavior, Modes and other Characteristics of Stable Distributions · Study

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ArticleTail Behavior, Modes and other Characteristics of Stable Distributions

Hippolyte Fofack1999

Article1999

Tail Behavior, Modes and other Characteristics of Stable Distributions

Hippolyte Fofack · John P. Nolan

72 citations·0/0 files stored·Extremes

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Probability and Risk Models Probability and Statistical Research Statistical Distribution Estimation and Applications

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 72 citations exist upstream.

References

1997Modelling Extremal Events 1994Modelling of extremal events in insurance and finance 2007Statistical Analysis of Extreme Values 2000A Practical Guide to Heavy Tails 1997Heavy tail modeling and teletraffic data: special invited paper 1997Statistical Analysis of Extreme Values 1997Measuring Tail Thickness to Estimate the Stable Index α: A Critique 1995Consistency of Hill's estimator for dependent data

Cited by

2001LEVY-STABLE DISTRIBUTIONS REVISITED: TAIL INDEX > 2 DOES NOT EXCLUDE THE LEVY-STABLE REGIME 2001LEVY-STABLE DISTRIBUTIONS REVISITED: TAIL INDEX > 2 DOES NOT EXCLUDE THE LEVY-STABLE REGIME 2004Computationally intensive Value at Risk calculations

Details

Year1999

Typearticle

Published1999-03-01

VenueExtremes

ISSN-L1386-1999

Languageen

Citations72

Files0 public / 0

ShelfProbability and Risk Models

Identifiers

doi10.1023/a:1009908026279

openalex_workW1539598611

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