Alles van: J.L. Geluk | L. Peng
Resultaat 1 - 4 (van 4)
J.L. Geluk | L. Peng Edgeworth expansion for student's t-statistic without third moment
Non-fictie
Engels | 10 pagina's | Econometric Institute, Rotterdam | 2001
Gedrukt boek
J.L. Geluk | L. Peng | Casper G. de Vries Convolutions of heavy tailed random variables and applications to portfolio diversification and MA(1) time series
Non-fictie
Engels | 22 pagina's | EURANDOM, Eindhoven | 2000
Gedrukt boek
J.L. Geluk | L. Peng An adaptive optimal estimate of the tail index for MA(1) time series
Non-fictie
Engels | 13 pagina's | Econometric Institute, Rotterdam | 1999
Gedrukt boek
J.L. Geluk | L. Peng Second order regular variation and the domain of attraction of stable distributions
Non-fictie
Engels | 18 pagina's | Econometric Institute, Erasmus University Rotterdam, Rotterdam | 1998
Gedrukt boek