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Comparative statistics of Garman-Klass, Parkinson, Roger-Satchell and bridge estimators
Cogent Physics, 2017Svetlana Lapinova, A Saichev
exaly
A moment-matching Ferguson & Klass algorithm
Statistics and Computing, 2016Julyan Arbel, Igor Pruenster
exaly
On Klass' series criterion for the minimal growth rate of partial maxima
Statistics and Probability Letters, 1987Anant P Godbole
exaly

