The harmonic moment tail index estimator: asymptotic distribution and robustness J Beran, D Schell, M Stehlík Annals of the Institute of Statistical Mathematics 66, 193-220, 2014 | 130 | 2014 |
On least squares estimation for long-memory lattice processes J Beran, S Ghosh, D Schell Journal of Multivariate Analysis 100 (10), 2178-2194, 2009 | 47 | 2009 |
On robust tail index estimation J Beran, D Schell Computational Statistics & Data Analysis 56 (11), 3430-3443, 2012 | 45 | 2012 |
On robust tail index estimation for linear long‐memory processes J Beran, B Das, D Schell Journal of Time Series Analysis 33 (3), 406-423, 2012 | 13 | 2012 |
Supplementory material The Harmonic Moment Tail Index Estimator: asymptotic distribution and robustness J Beran, D Schell, M Stehlık | | 2013 |
On Robust Tail Index Estimation and Related Topics D Schell | | 2013 |
On a Simple Class of Robust Tail Index Estimators D Schell Statistics, Science, and Society: New Challenges and Opportunities: 2013 …, 2012 | | 2012 |
Robust Estimation of Pareto-type Distributions D Schell Verlag nicht ermittelbar, 2008 | | 2008 |