Vol. 2 No. 1 (2004): REVSTAT-Statistical Journal

Article

• Exponentiality versus generalized Pareto — a resistant and robust test

  M. F. Brilhante

  1-13

  • REVSTAT2004v2n1_1

• Simultaneous tail index estimation

  Jan Beirlant , Yuri Goegebeur

  15-39

  • REVSTAT2004v2n1_2

• Changes of structure in financial time series and the Garch model

  Thomas Mikosch, Cătălin Stărică

  41-73

  • REVSTAT2004v2n1_3

• Estimation Pareto tail index based on sample means

  Alena Fialová, Jana Jurečková, Jan Picek

  75-100

  • REVSTAT2004v2n1_4