POT-based estimation of the renewal function of interoccurrence times of heavy-tailed risks.
Necir, Abdelhakim; Rassoul, Abdelaziz; Meraghni, Djamel
Journal of Probability and Statistics (2010)
- Volume: 2010, page Article ID 965672, 14 p.-Article ID 965672, 14 p.
- ISSN: 1687-952X
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topNecir, Abdelhakim, Rassoul, Abdelaziz, and Meraghni, Djamel. "POT-based estimation of the renewal function of interoccurrence times of heavy-tailed risks.." Journal of Probability and Statistics 2010 (2010): Article ID 965672, 14 p.-Article ID 965672, 14 p.. <http://eudml.org/doc/227202>.
@article{Necir2010,
author = {Necir, Abdelhakim, Rassoul, Abdelaziz, Meraghni, Djamel},
journal = {Journal of Probability and Statistics},
language = {eng},
pages = {Article ID 965672, 14 p.-Article ID 965672, 14 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = {POT-based estimation of the renewal function of interoccurrence times of heavy-tailed risks.},
url = {http://eudml.org/doc/227202},
volume = {2010},
year = {2010},
}
TY - JOUR
AU - Necir, Abdelhakim
AU - Rassoul, Abdelaziz
AU - Meraghni, Djamel
TI - POT-based estimation of the renewal function of interoccurrence times of heavy-tailed risks.
JO - Journal of Probability and Statistics
PY - 2010
PB - Hindawi Publishing Corporation, New York
VL - 2010
SP - Article ID 965672, 14 p.
EP - Article ID 965672, 14 p.
LA - eng
UR - http://eudml.org/doc/227202
ER -
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