Results 281 to 290 of about 26,472 (303)

Heavy-Tailed Time Series

2020
Kulik, Rafal, Soulier, Philippe
openaire   +1 more source

Ruin probabilities in the presence of heavy-tails and interest rates

Scandinavian Actuarial Journal, 1998
Claudia Klüppelberg, Ulrich Stadtmüller   +1 more
exaly  

A Practical Guide to Heavy Tails

Technometrics, 2000
openaire   +1 more source

Power-law cross-correlations estimation under heavy tails

Communications in Nonlinear Science and Numerical Simulation, 2016
Ladislav Kristoufek
exaly  

Heavy-Tailed Densities

2009
openaire   +1 more source

Maxima of sums and random sums for negatively associated random variables with heavy tails

Statistics and Probability Letters, 2004
Dingcheng Wang, Qihe Tang
exaly  

Self-similar communication models and very heavy tails

Annals of Applied Probability, 2000
Sidney I Resnick, Holger Rootzén
exaly  

Generalized least-squares estimators for the thickness of heavy tails

Journal of Statistical Planning and Inference, 2004
Mark M Meerschaert
exaly  

On the origin of bursts and heavy tails in animal dynamics

Physica A: Statistical Mechanics and Its Applications, 2011
A M Reynolds
exaly  

On the transition from heavy traffic to heavy tails for the M/G/1 queue: The regularly varying case

Annals of Applied Probability, 2011
Mariana Olvera-Cravioto, JOSÉ Blanchet   +1 more
exaly