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APA
Araújo Santos, P., Fraga Alves, M.I., Maria Ivette Gomes, (2006). Peaks over random threshold methododlogy for tail index and high quantile estimation. REVSTAT - STATISTICAL JOURNAL, 4, 227-247. http://www.ine.pt/revstat/pdf/rs060303.pdf
IEEE
Araújo Santos, P., Fraga Alves, M.I., Maria Ivette Gomes, "Peaks over random threshold methododlogy for tail index and high quantile estimation" in REVSTAT - STATISTICAL JOURNAL, vol. 4, pp. 227-247, 2006.
BIBTEX
@article{10134,
author = {Araújo Santos, P. and Fraga Alves, M.I. and Maria Ivette Gomes},
title = {Peaks over random threshold methododlogy for tail index and high quantile estimation},
journal = {REVSTAT - STATISTICAL JOURNAL},
year = 2006,
pages = { 227-247},
volume = 4
}