Publications (3)0 Total impact
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Article: Once more on comparison of tail index estimators
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ABSTRACT: We consider heavy-tailed distributions and compare the well-known estimators of the tail index, based on extreme value theory with a comparatively recent estimator based on a different idea.04/2011; -
Article: On small balls problem for stable measures in a Hilbert space
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ABSTRACT: In the paper the old results on probabilities of small balls for stable measures in a Hilbert space, obtained in 1977 and remaining unpublished, are presented. Apart of historical value these results are interesting even now, since they are comparable with recently obtained ones. Comment: 15 pages05/2009; -
Article: Infinitely divisible and stable probability measures on separable Banach spaces / Vygantas Paulauskas
SERBIULA (sistema Librum 2.0).