Results for Regular variation

Publications & Outputs

1. On consistent and rate optimal estimation of the missing mass

   Ayed, F., Battiston, M., Camerlenghi, F. & Favaro, S., 31/08/2021, In: Annales de l'institut Henri Poincare (B) Probability and Statistics. 57, 3, p. 1476-1494 19 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review

2. Regular variation and extremal dependence of GARCH residuals with application to market risk measures

   Laurini, F. & Tawn, J. A., 31/01/2009, In: Econometric Reviews. 28, 1-3, p. 146-169 24 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review