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APA
Maria Ivette Gomes, Lígia Henriques-Rodrigues, (2010). A heuristic choice of tuning parameters in a location-invariant reduced-bias estimation of the extreme value index: Application to financial log-returns and simulated data. ITI 2010, 32nd International Conference on Information Technology Interfaces, 527-532
IEEE
Maria Ivette Gomes, Lígia Henriques-Rodrigues, "A heuristic choice of tuning parameters in a location-invariant reduced-bias estimation of the extreme value index: Application to financial log-returns and simulated data" in ITI 2010, 32nd International Conference on Information Technology Interfaces, Cavtat / Dubrovnik, Croatia, 2010, pp. 527-532,
doi:
BIBTEX
@InProceedings{11342,
author = {Maria Ivette Gomes and Lígia Henriques-Rodrigues},
title = {A heuristic choice of tuning parameters in a location-invariant reduced-bias estimation of the extreme value index: Application to financial log-returns and simulated data},
booktitle = {ITI 2010, 32nd International Conference on Information Technology Interfaces},
year = 2010,
pages = {527-532},
address = {Cavtat / Dubrovnik, Croatia},
publisher = {}
}