Schuette, Paul; Spruill, Marcus C. Tail fit and the Zipf-Pareto law. (English) Zbl 1164.62349 Extremes 9, No. 3-4, 243-261 (2006). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62G30 62G32 62G20 62E20 × Cite Format Result Cite Review PDF Full Text: DOI
Tang, Qihe The subexponentiality of products revisited. (English) Zbl 1142.60012 Extremes 9, No. 3-4, 231-241 (2006). Reviewer: R. E. Maiboroda (Kyïv) MSC: 60E05 60G70 × Cite Format Result Cite Review PDF Full Text: DOI
Roberts, Gareth O.; Rosenthal, Jeffrey S.; Segers, Johan; Sousa, Bruno Extremal indices, geometric ergodicity of Markov chains and MCMC. (English) Zbl 1142.65011 Extremes 9, No. 3-4, 213-229 (2006); erratum ibid. 13, No. 3, 373-374 (2010). Reviewer: R. E. Maiboroda (Kyïv) MSC: 65C40 60G70 60J22 65C05 × Cite Format Result Cite Review PDF Full Text: DOI
Caeiro, Frederico; Gomes, M. Ivette A new class of estimators of a “scale” second order parameter. (English) Zbl 1164.62350 Extremes 9, No. 3-4, 193-211 (2006). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62G32 62G20 × Cite Format Result Cite Review PDF Full Text: DOI
Embrechts, Paul; Höing, Andrea Extreme VaR scenarios in higher dimensions. (English) Zbl 1164.60322 Extremes 9, No. 3-4, 177-192 (2006). Reviewer: R. E. Maiboroda (Kyïv) MSC: 60E15 62P05 × Cite Format Result Cite Review PDF Full Text: DOI Link
Borell, Christer On certain exponential regularity for Gaussian processes. (English) Zbl 1164.60321 Extremes 9, No. 3-4, 169-176 (2006). Reviewer: R. E. Maiboroda (Kyïv) MSC: 60E15 60G15 91B28 × Cite Format Result Cite Review PDF Full Text: DOI