DMPS

ISSN 1509-9423 (print version)

ISSN 2084-0381 (electronic version)

https://doi.org/10.7151/dmps

Discussiones Mathematicae Probability and Statistics

Discussiones Mathematicae Probability and Statistics

Discussiones Mathematicae Probability and Statistics 30 (1) (2010)


1

F. Caeiro; M. I. Gomes

An asymptotically unbiased moment estimator of a negative extreme value index

PDF 5
2

D. P. Gomes; M. M. Neves

Extremal behaviour of stationary processes: the calibration technique in the extremal index estimation

PDF 21
3

M. I. Gomes; L. Henriques-Rodrigues

Comparison at optimal levels of classical tail index estimators: a challenge for reduced-bias estimation?

PDF 35
4

C.A. Coelho; L. M. Grilo

Near-exact distributions for the generalized wilks lambda statistic

PDF 53
5

C. Cordeiro; M. M. Neves

Exponential smoothing and resampling techniques in time series prediction

PDF 87
6

M. D. Ortigueria

On the estimation of the autocrrelation function

PDF 103
7

L. Ramos

Sample partitioning estimation for ergodic diffusions: application to ornstein-uhlenbeck diffusion

PDF 117
8

E. P. Mateus; A. B. Ribeiro

Application of biregressional designs to electrodialytic removal of heavy metals from contaminated matrices

PDF 123