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, Tome 2010 (2010), / Harvested from The Electronic Library of Mathematics
Access to full text
Full (PDF)
Publié le : 2010-01-01
DOI : https://doi.org/10.1155/2010/965672
EUDML-ID : urn:eudml:doc:227202 
@article{05822179,
     title = {POT-based estimation of the renewal function of interoccurrence times of heavy-tailed risks.},
     journal = {Journal of Probability and Statistics},
     volume = {2010},
     year = {2010},
     doi = {10.1155/2010/965672},
     zbl = {1200.91141},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05822179}
}

Necir, Abdelhakim; Rassoul, Abdelaziz; Meraghni, Djamel. POT-based estimation of the renewal function of interoccurrence times of heavy-tailed risks.. Journal of Probability and Statistics, Tome 2010 (2010) . doi : 10.1155/2010/965672. http://gdmltest.u-ga.fr/item/05822179/