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APA
Maria Ivette Gomes, Lígia Henriques-Rodrigues, Hugo Pereira, Dinis Pestana, (2010). Tail index and second order parameters' semi-parametric estimation based on the log-excesses. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 80, 653-666. ISSN 0094-9655. eISSN .
IEEE
Maria Ivette Gomes, Lígia Henriques-Rodrigues, Hugo Pereira, Dinis Pestana, "Tail index and second order parameters' semi-parametric estimation based on the log-excesses" in JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, vol. 80, pp. 653-666, 2010.
10.1080/00949650902755178
BIBTEX
@article{11306,
author = {Maria Ivette Gomes and Lígia Henriques-Rodrigues and Hugo Pereira and Dinis Pestana},
title = {Tail index and second order parameters' semi-parametric estimation based on the log-excesses},
journal = {JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION},
year = 2010,
pages = {653-666},
volume = 80
}