✦ LIBER ✦

Sample quantiles of heavy tailed stochastic processes

✍ Scribed by Paul Embrechts; Gennady Samorodnitsky

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

High Quantiles of Heavy-Tailed Distribut

✍ N. M. Markovich 📂 Article 📅 2002 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 178 KB

Estimation of extreme quantiles from hea

✍ Jonathan El Methni; Laurent Gardes; Stéphane Girard; Armelle Guillou 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 796 KB

On the tail behaviour of quantile proces

✍ Lajos Horváth 📂 Article 📅 1987 🏛 Elsevier Science 🌐 English ⚖ 712 KB

Functional limit theorems for inverse bo

✍ Michael Falk 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 623 KB

Some New Goodness-of-Fit Tests Based on

✍ Zhao, Jianxin; Xu, Xingzhong; Ding, Xiaobo 📂 Article 📅 2009 🏛 Taylor and Francis Group 🌐 English ⚖ 154 KB

On stochastic models of teletraffic with

✍ K. A. Aksenova 📂 Article 📅 2011 🏛 Springer US 🌐 English ⚖ 617 KB