搜索结果: 1-2 共查到“管理学 Tail Index Estimation”相关记录2条 . 查询时间(0.073 秒)
High-Frequency Tail Index Estimation by Nearly Tight Frames
High-Frequency Tail Index Estimation Nearly Tight Frames
2013/4/27
This work develops the asymptotic properties (weak consistency and Gaussianity), in the high-frequency limit, of approximate maximum likelihood estimators for the spectral parameters of Gaussian and i...
The estimation of the extreme-value index γ based on a sample of independent and
identically distributed random variables has received considerable attention in the
extreme-value literature. However...